shri - 2:23 am on May 31, 2010 (gmt 0)
No keyword specific URLs. Too messy in my opinion.
Onsite anchor for forum topic would be "Where can I rent a furry green halloween costume?", title would be "Where can I rent a furry green halloween costume - location".
Forum and shopping sites tend to have a very hierarchical navigation ... "main page -> category -> sub category -> topic / widget". The internal link distribution relies on breadcrumbs and navigational links. Encyclopaedic / wiki type sites have a huge amount in content linking.
I have not tested this... and to be honest, not even going to bother too much with this, as we've seen similar things happen in the past and it generally tends to even out as we keep working on our link building and generally improving in site, on page and in content navigation.