I usually post around at forums advertising my service, but spamming your service is something you should steer clear from. Also, I put links to my site in my signature area at popular forums and make the text look 'catchy' so to speak.
Advertising techniques will vary depending on what kind of content is on your site / what service you are providing.
Getting really active on a popular forum related to the same topic as your site is probobly the best free advertising you can get (If people like you, they will probobly check out the links in your sig ).