Link building is the key objective behind any marketing campaign and therefore the best tool for promoting your web-content (product/service) would be the one that has better visibility and quick traffic leads. Amongst forum posts and blog comments, if none makes use of no-follow tag, there are several parameters worth considering which will help you adjudge what is better.
Initial Direct traffic: If you are planning to go with direct traffic and that too at a sky-scraping rate, then blog comment is certainly not the best option. A forum offers you the liberty to get maximized traffic as each time a new post is made, the threads lead you to the first page and you get the desired boost in the traffic count.