Leaving a trail.

I listened to an interview of Collis Taeed the creater of Envato on how he started his business. Something that caught my attention was when he was starting out in order to get initial traffic he would go on message boards and post a comment and leave his trail which was his website information. I have started couple of sites and in order to get traffic I did the same thing but I stopped. Now that I look back I made a mistake. The reason I stopped was because I thought it was wrong to beg people to check your site. If it is wrong? I don't want to be right. So for now on whenever I post something online I will put my website information.