WP Forum by Fredrik Fahlstad is a beautiful plugin that integrates seamlessy into wordpress, is very straight forward to set up and offers your visitors something few blogs offer. A forum helps retain your visitors as they have to register to become active on the forum. they will receive post updates, personal messages and become an integral part of your site allowing you to communicate offers to them, either in the forum or through a newsletter that have opted in to receive.
Be careful not to spam your users or allow members to spam, this will be the death of your forum. Only communicate relevant offers to your sites content and CPA offers are real winners in niche sites and forums.
Monitoring a forum takes some time but the fruits of your labours will be in the form of regular, engaged users that have an opinion and will invite others to join. growing a community as a tremendously satisfying experience that has the potential to earn you a lot of money.
A real sign of success is when you are approached directly by advertisers that will advertise on a CPM basis, so build communities and reap the rewards. CPM advertisers are easier to attract on Niche sites where the users are defined and the content relevant to their products or services.