The main issue will be the fact that the sig link is over a lot of pages. A link in a post is only on one page. Sitewide links could be considered unnatural. In some cases they help though. It depends on the site really.
If you can get incontent links on a forum post, i'd go for that.. but i got banned on a forum for doing that
In post links should be on topic for the thread they are in. Not for SEO reasons, but for human reasons. Don't use forum space to annoy people: that's very bad publicity (and will likely get you banned). Forums are for 'networking': that is, getting to know people, learning from each other etc. Networking is classic as a way to 'make contacts' and get jobs. It works because it means reaching out to HUMANS. It can get you links INDIRECTLY. That is: you make a name for yourself and when someone is thinking of setting up a links-page, they might include you BECAUSE THEY LIKE YOU. Think human reasons, instead of google-reasons. Don't do anything in a social context (like a forum) merely for mechanical reasons (fooling google would be one of those reasons). Golly - SEO's should take some basic psychology classes. Signature links are like free business cards. Use them well and appropriately to the forum you are in. Whether they get you google rank should be pretty immaterial. Some forums use rel-no-follow - others don't. Either way: posting in a forum and being a useful/fun/informative member will get you positive publicity. But be HUMAN about it.
while i have no basis to back this up, im thinking that they are the same. Just a link. Although, since sig links are in each of your posts, you will have more links.