There are dozens of reasons why you should look up the forums that are related to your market and post to them often. Here are 3 to get you started.
1 - Get to Know Your Market as both an Associate and An Expert
The research alone is a good enough reason to at least sign up to some forums and read. Just by reading posts in forums, you can hear what your market concerns are, straight from consumers. You'll be able to find what their pains are - look particularly for frequent questions that don't appear to have solutions.
For example, if you sell timeshares, and you join travel communities, you may often hear questions asking for the best times of year to visit a certain region or locale. With this information you could start a section at your site for every listing that tells the cheapest time to travel for that area, the best time of year for good weather, and other special bits of information a traveler might want.
When you're comfortable enough to begin posting, after watching the conversation for a few days, or perhaps even a week, you might find that new people have questions that you can help them with. By consistently becoming the go-to person, you increase your credibility as a knowledgeable expert, and people begin to trust your ability to provide information.
2 - Increase Your Site's Visibility With More Targeted Links Back to Your Site
Many forums are run by hobbyists who aren't so much concerned with marking money from their visitors, as having an established community for discourse on certain issues. These forums will often allow you to leave a link to your site in every post. The ones that are open to public viewing for visitors are also frequently spidered by search engines.
If you set up your link correctly, you'll then have topical links back to your own forum. Even if the search engine spiders can't see these links at forums that can be viewed by registered users only, you will also find that once you become a part of the community, other members will click your link out of curiosity or because they're looking for something specific that you may have at your site.
Even forums that exist to gain more sales of their own products often allow you to post your link, especially if it isn't to a competing site. For example, internet marketing forums run by people who sell do-it-yourself SEO products may allow infopreneurs who sell a different type of product, such as an autoresponder service, to post their link freely.
The focus here, at all times, is to help other members, not just to promote your product. Your link is in your signature, so unless someone asks you a specific question, you get far better results from being helpful than you do by posting forum spam that gets deleted anyway.
3 - Lurk, Listen and Learn
If you've been around forums at all, you already know that there are often 8 to ten times more people registered and not posting than there are people who actually visit and participate.
Reading without ever posting is commonly known as "lurking". I usually suggest that at least for the first week, you should monitor the community you wish to join in this way, just reading posts, and learning the personality of the forum you'd like to post in - this keeps you from committing any faux pas that might have you corrected by another member, or even worse, banned.
Sometimes you'll find a forum that is appropriate to read, but doesn't seem like the right place for commercial posting. Or you might find that you're there to learn and not to teach - or maybe you just don't have the time to post as you'd like to. You can still learn a lot by being a lurker.
When lurking in forums, your primary job is to listen (figuratively speaking) and learn. Again, pay attention to questions that come up repeatedly over the course of a month or so. Be on the look out for rumored product or technology developments. Find out who is the resident expert - maybe this is the key person for an interview you want to do, or an affiliate program you can join.
The most important thing you can learn from this exercise is what annoyances your market is experiencing. If you sell cat furniture, and you find out that a common complaint is availability in remote markets, maybe you can change your shipping policy to add international ordering and increase the scope of your business.
Anywhere you can fit a solution to a problem can bring you the sales you need. You may find out that you need to change your product, to enhance it, or perhaps to take out features your prospects just aren't interested in.
This is a good solution when you have the time to visit forums and post or read. As you become more busy, you'll find yourself at the forums less and less as a poster, so this isn't necessarily a permanent solution. However, if you follow these steps correctly, you'll soon have the traffic to foster more community relations at your own site as well.