Sign something, scan it. (or use a pen & tablet and just sign your name).
Once you have the signature in photoshop, create a selection/path out of it. You can then use that selection or path to define a new brush. (I forget the actual steps for this, but it should be easy to look up). Then all you need to do is select that brush and 'paint' it onto your image. You can adjust the opacity & color etc.