The first thing to suggest would be to make sure you read a lot of tutorials. Either here or Deviant Art are good places to start.
The tutorials will help you with your backgrounds and help them to fit the render better.
Next is text, the simpler the better. Try and stick with basic fonts like verdana, etc atleast to start with text can kill a sig so it really needs to be simple. Try and place it near your render but keep it smallish, unless it's a typography piece the focus is the sig itself not the text so don't draw too much attention to it.
Lighting can be tricky to get right sometimes. Try and look where the shadows on the render are and then make that side of the sig darker. You can do this by painting some black onto the part of the sig with a standard soft brush (lower the hardness to 0%) and then set the layer to soft light on a low opacity. You can also lighten part of the sig like this by using white instead of black.
Another part of sig making is getting the depth right. The easiest way to do this is by making an applied layer (image > apply image) and then bluring the bg and sharpening the render, or whatever the focal point is.
Finally there's just blending, you need to blend your render in so that it doesnt look like it's just been pasted on top. You can do this either by smudging, the burn tool can work sometimes, as can a soft brush with an eraser.
Look at some tutorials for the different ways to blend, this one has the basics on the different ways you can blend.
http://browse.deviantart.com/?q=blen...set=0#/d2jamel
I think that covered most things, don't try and focus on everything at once just pick one thing and focus on that until you think you have the hang of it then you can move onto another one slowly combining what you learn.
Hope that helped lol. Keep practicing man.