hmm nice debate topic, let me share my point!!! Both techniques are good but some how forum posting had upper hand.
why people do Forum posting: once you create account, follow guidelines and once you got signature on, after that whenever you share, ask or discuss it will give you a backlinks, but you can't keep on change signature again and again. Forum posting sites is not hard found and somewhere also increase your knowledge.
on other hand, Blog commenting is the most dangerous thing to do, Site owner can reject your comment you can't anything about it, he may delete your comment and make you spam, but blog commenting links can be high valuable links for your site as backlinks are coming from same niche.