I find that articles are by far the best way to get quality backlinks with that drip effect that the search engines like. Nick
have you heard about scrapebox.? lot of people are talking about this software lately. and i would love to have one too.
i think quality updation is the best way to get high quality back links... Try to update the site 2-3 times a week......
Find out what backlinks your competition has and submit / link ex-change / purchase the same links as them. Getting backlinks is a long term commitment. Patient and be constant is the key.
And how are search engines (Google, for example) treats to the forums' backlinks? Are they have any weight?
I guess none of us in here can give you a strict answer of "Yes" or "No". As Google or other search engines has their own way of calculation backlink score. It could happen that on a Google indexed page, one of the link count as backlink (result from Google Web Master Tool) and the other one doesn't. My theory is, the more the better. Not just it may help you in SEO, it also could bring potential traffic.
actually i also want to know that which process is the fastest to gain back links.So can you please elaborate that which type of efforts are you asking?