Most forums allow links in your sig. This is what having a sig is all about. Some sections might not show them based on criteria for those sections. This trick is learning what you can do with the BB Code options in a sig.

You can find the BB code page here:
WarriorForum - Internet Marketing Forums - BB Code List

When I first started posting in forums I was not clear on how to use the bb codes to make good looking, keyword rich links.

As for finding forums, you need to be more specific as it depends on the subject your looking to post about.

What topics are you looking to post on?

Here is a few good forums dotcomsecrets.com ablakeforum.com marketingdotcom.com and the one your own is the best. Some of these you can put a link in the topic.

interesting stuff

Well I think almost all forums allow you to put links on your signature.

almost all forums will allow you to put your website links in signature

though there are some forums that you need to make a certain amount of posts before you can setup a sig.

Usually forum allows you to put link into your sig, but not into your message!

Also some of them checking if your sig-link is not an affiliate link! If it so - you may be banned on some forums - they are really 0-tolerate this!
So be careful!