Blog commenting better...because its very relevant and can give you a little traffic if you post related comment
I think blog links are better, but don't discount forum signatures for targeted traffic. My tech forum gets tons of traffic from my signatures in other forums. As long as you keep your posts semi-non-spammy they usually don't care about sigs. Forum sigs prob won't do anything for page rank but it's not a lot of work when posting on high traffic forum.