Welcome to the Q&A Forum

So are you saying that you're thinking of buying a keyword rich domain name and redirecting it to your main domain. I doubt that would pass any value.

I'd like to say, and although most links from forums are no follow, they still help. They can also drive good traffic, if you have an e-com site or goals its worth checking for referring sites that lead to or assist conversion. Take a look at your competitors link profile to see if its something they have that you don't for a quick answer. To answer the overall question, yes they help with link building from a different stand point. You can use the forum posts to understand the theme of questions your target market has and produce good quality content from that. Your then producing content people want to share. Networking is a base ingredient for good link building. As Mr Fox states. You may often stumble across a post months old with a questions unanswered. These are content goldmines, love them and use them. Maybe stop thinking about how you can get links and start thinking about giving people content they want, need or would like to share.

There is also something called the Google Dance. It is when google is making changes to its algorithm, indexing new sites, de-indexing sites and just trying to figure out where a site should rank. You can also use your google analytics to check your site.