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For my forum, I've done much advertising via word-of-mouth promotions on tons of other forums, chat rooms, and IM. I've, of course, submitted it to the top search engines and have indexed it on numerous directories, but I do not believe it's helped much. You can visit by clicking on the link in my signature. My forum has been running for a few months now and is doing pretty well.
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well, i'm a big believer that content is what keeps people coming back. if you're just starting out, ask some friends to help post good threads, throw up some articles, news, and ya, more stuff. be organized though. looks are important too, but even if your site looks fabulous, ifi t's empty no one will go back.