I don't have much of a signature myself, I just put my initials and then the last two digits of the year, not very elaborate lol. It was only within the past year or so that I realized I should do it anyway, oops hehe. There is one guy over on the Teresa Wentzler bulletin board who's signature is really cool, it's actually in cursive and then he does it in a thread that matches the piece and works it in unobtrusively, it's totally cool. I hope it's ok if I post this here, but
here is his webshots album and you can see his sig in his pieces. He is also quite possibly the best stitcher I know of, I'm always in awe of him.