I'm kinda overwhelmed here. So for example I'm targeting like 3 keywords? Do I leave comments or signature with all of the 3 as anchor text? I'm working my main keyword right now only to find that I should give some love to the other two.
Don't worry about or focus on blog comments, forum posts/signatures, and social media (what I dub "The Unholy Trinity" of "link building"). Instead, concentrate on getting merit-based links as well as links from reputable and relevant directories (mainly BOTW, ODP, and YDIR, plus the best directories within your niche/market/industry). When you do this, and you want to target multiple keywords, combine them to create short memorable phrases, such as "authentic womens' designer handbags" (which targets "authentic handbags" "authentic designer handbags" "authentic womens' handbags" "designer handbags" "handbags" "womens' designer handbags" and "womens' handbags") for example.