Simple machine forum integrates excellent within the theme of your wordpress site.
Here is an example : http://funraising.info/?page_id=333
Here is the website http://www [dot] fahlstad dot se and their sample forum http://www dot fahlstad.se/wp-forum/
Last time i installed it, There is a little trick tho, after you install the plugin, go to your filezilla/file manager, browse to wp-content/plugins and rename wpforum to wp-forum , then enable the plugin, otherwise you will be getting an error message
Hope this helps
(sorry for put the [dot] word, but i dont' have enough reputation yet to post multiple links )