If your idea is to slap on your signature with anchor text heavy links on every forum possible, then no they are not a very good thing to be doing post-2012.
There's a place for them though. If you're participating on a forum that's relevant to your website then I don't see why you can't place a link or two to your website in the signature. But I would avoid trying to put manipulative anchor text in there. Just use the plain URL or a branded term like your business or domain name.
Also, google recently updated their webmaster guidelines with a forum signature example of what you should not be doing:
Forum comments with optimized links in the post or signature, for example:
_Thanks, that’s great info!