See this article:
http://www.seobook.com/archives/001783.shtml
Google's Depreciation of Anchor Text
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Granted, forum posting might do better in the future if Google shifts it algorithms more towards off-page factors (links). But, I doubt it will ever be a strong SEO tool. Individual posts aren't worth a lot because spammers use this technique and therefore search engines shouldn't give single forum posts much weight (they probably do a "if a link is hard to get, then it's worth more" heuristic). Your forum profile can become a high quality (and it's hard to get because you have to make a lot of posts)... but for all that time spent posting, you should be able to get much better backlinks via other methods.