RegDCP - 4:02 pm on Sep 17, 2012 (gmt 0)
Great question serenoo.
I recently had contact from a person who had a significant loss of SERPs after Penguin.
Over the years she had built a large network of links using signature links in all manner of venues, most outside of the topic found in her link. Most of these links were just the raw link without anchor text as her link was 2 keywords that accurately described her landing page.
She did not engage in any other type of link building.
Penguin removed her from the #2 position and searches showed the site to not be found in the top 100.
I would think that posting in relevant forums or groups a safe place to attach a sig link.
Personally, on all the non relevant venues I post in, my link will be
my-domain (dot) com