One of the ideas behind running a blog is that a blog provides informational content. It's hard to attract links to a sales page, but people will link to informational content. Naturally you have to produce that content.
Because blogs put out rss feeds people can subscribe read your content without actually visiting your site. That might seem to go against using them, but it's actually a good thing since it can keep people consuming your content.
Usually you don't want to do hard selling on your blog. You're posting to give visitors something valuable. In doing so you can attract links to your posts which ultimately helps all the pages on your site rank better. You can also generate a loyal and even passionate audience who go on to recommend you.
Some people run a blog on it's own domain and some run it off their main domain. I prefer running it on the same domain since it attracts links to the domain, it's easier for me to manage that way and the rest of the site is right there.
In my case I sell services and the blog helps convince people I know what I'm talking about. So while I don't specifically mention my services on the blog or pitch them the blog still helps sell those services.
When choosing a topic choose something related to what you do, but don't make posts sales pages. Make them information.
Blogs also help to make you more transparent. Trust is a big issue online. In order for someone to buy from you they need to trust you to the point where they'll give you their credit card info. By sharing your voice on a blog you can help gains the trust of potential customers.
A good place to learn more about blogging is
ProBlogger. Even better is to just read some blogs. Many of us here have blogs and if you look to the left under our usernames you'll sometimes see people's latest post. I don't think anyone will object if you click on the latest post and see what blogging is all about.
The idea with forums is similar, though in the case of a forum it's the members who are creating content. It can take awhile to build a forum since there's a kind of catch22 where people don't want to join an inactive forum, but you need those people to make the forum active.
You could start a blog, build up subscribers and if you're getting a good amount of interaction in your comments set up a blog so your subscribers can populate the forum.
While both can be great ways to market yourself, understand that both take a lot of work. You don't just launch one and get results. You're better not having either than having one without devoting time to it.