I never click on forum signatures, or on adsense. Get off your lazy bums and get a proper job!!! Just playing.
I click; steal all the content I can, and move on Seriously, I've visited a few sites (mostly blogs) and made some comments, but not very often. I'm still debating wheather or not to buy the "choke me chicken" from one site, but I bet they are sold out now
lol there's still 5 choke the chickens left so you've got plenty time http://www.thepresentshop.co.uk/choke_the_chicken-present
I click to see what others have to offer. To learn from them. Sometimes I've learnt some pretty interesting stuff - like better ways to design sites or where to place your adsense...
It depends what kind of mood I'm in. But normally I don't unless someone mentions something about it in their post. I almost forget sometimes that there are sigs - you become blind to them after awhile. I click on the blogs once in awhile if they sound interesting or funny.
I used to have a link in my signature, and it was getting several clicks a week. In the last few days I changed the sig (different text, no link), and just have a a "Recent Blog" filled in my profile. I'm pretty sure the blog has gotten zero clicks, even though it's the same thing I had linked in my signature. Either not as many people look up to the blog part of these posts, or I did a better job at grabbing people's attention in the sig.
I like clicking other signature links just to see how people are monetizing their sites. Lots of great tips to be had in this fashion.