Hi Ryan,
Google will always be going after any different SEO methods sooner or later. But you are correct that the Penguin update is designed to penalize anchor text links, but only if these built links are not related to the niche or there are duplications of those links created by some sort of auto software. Anchor text links for blogs/forums are still the major SEO components. If done manually and related to the niche, then there should be no issues. Nevertheless, I totally agree with you that earning links from others is much better and safer method than building links.
Above example of anchor text is just to show Hans how links can be created for blog comments or forum pages where there is no link tool.