If the forum host is kind/generous enough to allow users to upload images to their site, that is good. But if you wish to use that image elsewhere then it would be rude to link to the image on one forum for use in another forum. Eats up the first forum's bandwidth.
I've been using SmugMug for over a decade. It gives me security control over who can see and use the images. Originally I used it to share pics of the kids and family events, etc securely with family spread all over the country. They could view them when they wished, download them, and even print pictures and stuff with the images on them. Then I started using it as a place to store/link to images that I posted to various forums.