Standing Wolf, if you check the page code on THR and APS, you'll find that the meta tags say "no index, no follow."
Thus, using a link in a sig line is pretty much useless (although I've found some pages from THR that have been indexed).
Other forums, though (TFL, AR15.com, 1911forum.com) are spidered. So the links in the sig lines have some effect. What effect, I don't know.
The nice thing, though, is that everytime you change your signature, the search engines follow the links to the new pages you're linking to. Plus, if you have thousands of posts, the links get updated much more quickly.
The downside to links in sig lines on forums is that search engines give diminishing weight to links from a single site. So, let's say you have 3,000 posts on TFL with a link to your site in your sig line.
The search engines seem to give more weight to a single link from an "authoritative" site, as opposed to 50 or 5,000 links from the same site.
So, spending time submitting to multiple categories on one site is an exercise in diminishing returns.
Finding those "authoritative" sites is the most difficult part of the process. You may find a site that has a Google Page Rank of 5, but find that the page your link will be on has a PR of 0. If that's the case, you have to decide whether it's worth your time to email the site owner and go through negotiating reciprocal links. And, with some webmasters, they have ways of using the link on your site to their advantage, while using javascript or php to avoid "PR leak" from their site to yours. If you get that far on in the process, I'll explain more.
There are some other solid techniques. For example, you might want to consider submitting your site to Yahoo's directory. It's going to cost you $300 a year. Some webmasters don't think it's worth the money, but I do. The search engines search each other. Because I spent $300 two years ago, I show up on the first page of just about every search engine for the outrageously generic term "gun shops."
It helps. Much as I don't want to spend that $300 again this year, I will.
One very important thing you need to do is submit your site to the Open Directory Project (
www.dmoz.com). The ODP is human-edited, so it takes months to get admitted. Sometimes you need to email the editor in your category and --very politely--ask how your submission is going.
Once your site gets into the ODP, though, it's only a matter of weeks before your site is in Google's directory. Once you're there, though, you're golden. Being in Google's directory will boost your rankings, not just on Google but on pretty much any search engine.
All of the advice I've given above is what I've learned from members of
www.webmasterworld.com. I don't have any financial or personal interest in that website, but I've learned a lot in the last five years.
Just as with TFL and THR members, members of that forum are more than willing to give advice. When it comes to giving away business secrets, though, they tend to keep quiet.