Yes, it is important to be active on other people's sites and post your websites link on your signature, blog comment, articles, or non-spam topic like promotional topic in the promo section of a forum.
Alternatively, you can pay for advertising or traffic which is very expensive.
Harldly any websites I know of get popular by having just good content and no promotions of any kind (offline or online).
"If you build it, they will come" hardly works for websites since there are millions of websites which are promoted better or have more new content on a daily basis which are indexed faster on Google.
paying to advertise your site is a bad idea. If your patient and hit all the free advertising sites at once and wait it can pay off in the future. But yeah posting on other websites and blogs with a link to your forum does or should help.
I suppose but it is still in bad taste for you to post your link onto someone else's blog or site.. how would you feel if they came to your site and did the same? If you are going to post on someone's site or blog, then you should leave your url out of it, unless it explicitly asks you for it, such as providing your homepage url with your screen name and email address in the fields above your post window.
Most Blog have a website link textbox field which is like Guestbooks where they ask for your homepage link, so it is alright. As long as your comment is not advertising like "Visit my website it is pack full of fun fun fun!"
I don't mind when people use their signiture section on their forum or blog post to post their webpage links as long as they post a good comments or replies and not something spammy like "visit my blog for help with financial services" .
