You can advertise. The advice that I always seem to read about advertising is having a link in your signature (with perhaps a decent banner) and just being active around the writing section. If you're posting to discussion threads or reviewing other people's work, others will see that you mean to stick around and will check out your story to see how it is based on the advice you give.
Just don't be like the people who come into every discussion/other stories only talking about your story. That gets obnoxious really fast and will turn people away from reading your stories. Just keep things on the downlow when it comes to advertising your story and that will hopefully work.
And, to remind people, just know that each writing community is different. For instance, SPPf seems to have a team of dedicated people to review fanfics, no matter who posts them. PC, on the other hand, is exceptionally slow when it comes to reviewing. (But that's hopefully going to change when I have some decent time on my hands.)
To answer the question posed by the OP, I only post my fanfics on PC. For one thing, this is the only forum I'm comfortable sharing my work with it, because I know the people here and how they will react. The other reason is because PC is the only forum I'm dedicated to helping the fanfiction section of, so posting my stories here helps do that.
There's nothing wrong with sharing your stories on other forums. It's a great way to get a variety of feedback, due to different people being active on different forums. The opinions of those here on PC could vary wildly from those on SPPf and BMGf, and the author gets a good idea of what really works in their story and what really doesn't.