As xmanii mentions, it is cool to put a link in your sig.
If you have stuff on your site that is relevant to a particular thread of discussion, it is fair to mention it - "Hey, you want rules on steampunk? I've got a set on my site! Come check it out!"
We would prefer you not start whole new threads merely to pimp your personal site (unless you are a publisher, and we have a special forum Publisher's forum for you to announce things), and we'd prefer you not inject pimping into threads where it isn't relevant.
In the end, the Golden Rule is probably your best guide.