What is the most effective way to build links? Forums? Blogs? Articles? Social network? All of the mentioned?

I guess, all the metioned is useful. Be careful with blog posts. You HAVE to read the article and try to answer smartly and honestly. Don't just post something like "great post" or "thanks for info". That will surely marked as spam.

Try to give useful reply. The blog owner will sureply approve if he/she sees that you actually read the post. You don't have to write an article for a post, but just take some time learnig about the topic and seeking the right words to express your opinion.

Thanks for the tip. Will sure follow it!

I think all gives great result. Working on just one tools is not sufficient. If you really want your site to stay long in higher positions then you need to work on all sources regularly.

For me all of them are good in creating backlinks and they are also good in promoting products and sales. So start to learn all of them.

I think all link building techniques are really for getting back links for a website, there are many other things which are concern with link building is that while you built links these should be do follow. I think Forum posting and Article writing are best methods for building high quality back links.