I sign my paintings in printed caps (= Joe Barnes's block letters, I think), very neatly. I sign with a brush in watercolors or oils, whichever I'm working in, with a fine brush (in proportion to the painting). I go over my signature until it looks right. I sign my maiden name, usually including my middle name...
Once upon a time, in my first marriage, when I was still vacillating over whether to go by my maiden name or my husband's name socially, I did a simple decorative painting for use to block out a window (our bedroom was also my husband's dry darkroom), and I signed it EAH (my initials). My husband said - joking, I think - "Why don't you sign it EAHW?" (W being his last initial.) I kinda saw red & went, "You want me to put YOUR name on MY art???" That made it very clear how important my signature is to me.
On a couple of my bigger oils, I have put just my first and last name. On my non-portrait watercolors, I sometimes sign in pencil in the lower margin, as well as in watercolor on the painting, and add the name of the piece in pencil. I always date, usually with month, day and year, but on some oils or smaller pieces, just month & year, or just the year.
The only exception to my printed signature is on prints when I've done them - etchings or linocuts; I usually etch or cut my name onto the block or plate (I can write backwards), but then I also write my name in pencil in the margin of the print, and in this case it's my cursive signature. I sign collages in pencil, in printed caps, in the margin if there is one, with the date.
Boy, this has revealed how varied my methods have been, as I've walked around looking at my pieces. Some of my watercolors don't have a second signature in the margin, only the title; I signed some older watercolors in rapidograph with India ink...
One thing I started doing at least ten years ago, was to make sure my signature was at least 1/4" in from the edge of the painting, to try to keep my clients' framers from covering my signature up with the mat. When I do the matting myself, I expose a quarter inch of the margin, feeling that that's part of the painting; but other framers don't see it that way...
I consider my signature, and the date, part of the beauty of the piece (maybe that's because I love words, too).