depends on how you use them. a lot of people find success in some of those, some doesn't... I found my techniques by trial and error and experiements on my own.. you always have a lot of tools to help you out to see which ones are helping yah out..
every SEO might have different perspective in terms of which one is more effective.. well as long as it is in dofollow and it count as backlinks, it helps..
Depends on the popularity and authority of the sites you have submitted to. Anyway, for me I will put more effort to concentrate more on article submission.
1. Social Bookmarking
2. FOrum Posting
3. Article Submission
4. Directory Submission
5. Blog Commenting
I use the first one for traffic not for backlinks, use the second one to learn more about the topics necessary for the site (webmaster forums) and the signature is only a bonus for me, articles are great for traffic and directory, don't do much of it, blog comments, I do to create a small network with fellow bloggers so I guess none of them is the best technique for me..