In regards to forum links... you don't turn them down, but if that is your strategy to get links (ie actively inserting your link in forums) then you could be setting yourself up to have a negative looking link profile (as ppp said).
Forum links for traffic can be great, and can also be a great way to help an awesome article go viral though which would indeed help your seo. Just have to make sure you've got an awesome piece of content first.
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