Smart marketers do both continually by doing things like building their list from the traffic they get from sources like paid advertising.
They want to build their list and then send the visitor to the sales letter, knowing that some people will just leave and they might lose a bit of business. To get paid traffic from forums you simply buy ads on the forum itself (most offer to advertise) and you can skip all the time it takes to post and participate.
Many forums sell advertising space on their forum site. This is highly targeted advertising, especially if the forum you choose will let you buy ads on a sub forum. This is a great article and really puts into perspective the online advertising models out there today.