All of them are great and helpful to use but if I would choose only one, my vote is for blog because it gives a lot of benefits to site such as traffic, backlinks and information to readers.
All other things being equal I'd have to say a blog link. There are some directories out there that are ranked high in the SERPs so I believe that their links are valuable too.
Definitely I agree with the forum is the valuable process for the betterment of the website development.Because there are lots of chances for mingle with others with their ideas ,suggestions and the debating which will give the correct link building process.
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