Yes posting in forums with your signatures are good for everything You get traffic you get backlinks you increase your chances of a good PR ( if the foum is having a good PR) Last but not the least you always learn some thing
but dont forget few forums use nofollow. Also many backlinks from forums are not counted by google after the page has been archivved
There should not be any, assuming it's a quality forum. If you are posting in forums that are full of spam and crap content, then those links may be discounted... However, posting in a respected forum should only bring in bright blessings. Not only should it effect PR and SERPs to a certain degree, but it also will pull in quality (and relevant) traffic. (Sigs have a better CTR then forum ads)
Ye as said before they do, and can heavily impact it. Althought alot of sites forbid it, but just read rules first and if there's nothing against it then put in ur sig.