Silvery - 12:38 pm on Aug 3, 2010 (gmt 0)
It's my believe that all types of links may be beneficial to you, but it's generally considered more worthwhile to get niche links from pages that are more closely related to your site/content.
You didn't mention Nofollow. You may or may not be aware that some forums have been set up to Nofollow all member links - a way of coding links to tell search engines not to pass PageRank through them. Generally, those forums which have nofollowed member links are not going to be as worthwhile for the purpose of local search rankings.