what do you mean from which site? Are you referring to free forum providers? or do you mean which forum software would best to use? If you have the money, and would really serious forum marketing, then go for vBulletin (same as DP is using), but if you just want to try it first, go for phpBB or SMF, they work the "best" for me. Customization or adding features are supported by each software. And it is then easy to transfer to vBulletin if you wish using converters provided by vB. How? Study and know your target audience first, are they Laker's fan? etc. Wish you luck.
You would also need some hosting for your forum. Check the freebies section for cheap hosting. You could also hire a tech guru at a freelancer site to get it up and running.