Depends on what links you're placing and where.
First of all, you should probably read
the rules.
Based on my personal experience on linking stuff.
Can you place links appropriate to the thread? Almost always. Is there a thread about sharing YouTube links? Go ahead and post your YouTube link! Is there a thread for MySpace links? Post your MS link.
Now, when it comes to services you offer, it gets trickier. Is your day job providing a service that is being discussed? Then you can probably link to your site, but it wouldn't hurt to note the conflict of interest and do your best to be polite and unobtrusive about it. For example, my day job is making band websites. When it comes up in a thread, I'll usually link to that site. However, I try not to force the issue to come up, and I'll usually just mention it the once. I haven't heard any complaints about it so far.
You can also post links in your signature. Unless your signature is obvious spam (e.g. "click here for a free sample of c1al1s!!1") you're probably fine linking back to your stuff.