Since I have my own forum I don't post as much on other forums (lack of time), but when I was more active on other forums, I didn't track the traffic as much, but I made some sales through private messaging.
For example, I would try to find threads that discussed info I was knowledgeable about. Often times members would email me privately and we'd get into a discussion. If I recommend a product to them, they'd often buy through my affiliate link. In fact, some people would ask for the affiliate link.
That's why it's so important to build credibility by posting useful answers on a forum. People notice that and will often ask you for specific advice in a PM. This shows they see you as a credible source.
Of course I got some trickles of traffic from forum posting but I think the PM contacts were more beneficial than anything. Many of these people became a member of my own forum when I launched it, subscribed to my blog, etc. Forums are a great way to develop a following through useful advice and credibility.
This is a good question. I look forward to hearing what other people have experienced with forums.
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