06 Mar 12
08 May 12 2:31 pm
If you want to attract direct traffic, you should post your affiliate links on website where you believe your targeted audience are regular visitors.
If you want to improve your rankings in search results, you should do link building for your website, thus mentioning your site, not your affiliate buy links.
Article submission (ezines and such) you mention is a clear example of link building for SEO purpose - so use your site links there.
Forums can be used for both SEO and attracting direct traffic, so you could have used both kinds of links when it comes to forums. However, most forums are really strict about affiliate links, so you might find it hard using them.