Anybody who says "yes" or "no" without further clarification is giving you a lazy answer.
Penguin problems can result from links on crap sites or links from great sites. If you place lots of links with optimized anchor text on a lot of great websites you could still have problems. Google knows by that artificial anchor text that you are trying to manipulate.
So, it is not only WHERE the links are placed but HOW the links are anchored that is important.
Honestly, the best way to get links is by publishing great content. If you can do that the links will arrive naturally with zero work from you. I do almost zero link building. The anchor text for most of my links is a domain name or a URL or simple words like "here" or "this website" or "this article".