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Just want to say that Bernard is right about sig links not doing a lot for seo. Yes a link is a link, but not all are equal. In general as you have more links on the same site the less each one is going to be weighted in a search algorithm. That doesn't mean they don't count as links, but I doubt most links in forums sigs beyond the first few really do much at all.
Ideally you want links from different sites. The idea behind a link is it's a vote for your site. How many votes should a site get? Certainly not several thousand.
Links though do lead to people clicking on them. If you have a sig link and also write some useful posts people will be come interested in you and click on those links. Not every link needs to be in place for a search engine.
In fact if you think more about links for the sake of the link itself and whether or not people will click on it you'll find you'll get more targeted traffic and it will probably end up helping in search engines too.
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