To promote your site all are important..Morethan that you should concentrate on quality of the content,and post that quality content in high page rank sites..so that your site will be crawled by search engines and finally your site gets more visibility and backlinks..
Its depends what you want it for: link juice or just a bit of traffic. Any decent blogs or forums are nofollow, so there is little point. Directories will give you some SEO value but only pick decent ones in your industry!
- Forum Posting : get backlink from signature fast and safe
- Directory submission: they are some are payed but still powerful for backlinks
- Blog commenting: get traffic for website even if the blog is nofollow