i really dont like using proboards because of there ads, i'd much rather get a nice one like phpBB, if you cant install it or set it up, get a free hosted one from http://www.webspaceuk.com/forums.php, they set it up for you and they have no pop-ups OR ads. i use them
You have a nice question. Having a forum as a web site or as part of your total web site is a great idea to get customers or friends to return to your site. It drives instant traffic and results in a more active web site with more up to date content.
When you go pick a specific road to take your next step to enhance your site, think about what you know, what you want to learn. How much control you want and compare that against the costs and budget that you have.
Make a small list of major features that you'd like to see in the forum software and from that result, compare hosting specifications against the requirements of those forums that are left over. Of course, as mentioned earlier in this thread, you could decide to take a remote hosted forum. But for some reason I never really get provoked to sign up on those high-level spam/advertisement sites where the staff have almost no control over. I would advice investing into getting control yourself, and an additional administrator and staff to help you gets things started and keep things going.
Your choices would be shared hosting (cheapest: where you share 1 server with more clients and you get your own account). Managed hosting (more expansive, then you hire a server which is semi dedicated and others do stuff for you. But it is more expansive). Dedicated hosting (almost the same price level as managed hosting, and handy for big sites where you require more space, traffic and control over the server resources: You will be the only one on that whole server, no sharing resources). And finally co-location (you pay for the hardware, the software and licenses and get 100% control over your own stuff in some hosting company: Most costs go in here).
Since you are starting up, I advice shared hosting, with support for linux / apache / php and mysql / ftp and a control panel like cpanel or plesk if they don't support telnet/ssh (shell access).
If you can't afford a forum software license, like for IPB or vBulletin, then I advice browsing some freeware forums like phpBB or OpenBB .. but you might find out that investing into a license with proper support, completed features and quality developers will result in a more stable web site and less problems. My personal fav is vBulletin (but then again, I have vBulletin.nl for a reason).
If you have any further questions, feel free to ask. Hopefully my little step-in-to-forums guide to get you started finding some info over google might help.
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