It's silly that this thread is getting so much credit. Sig links - have a use, but it's nickel and dime stuff. Look at the big players on the internet - do they rely on sig links. I don't think so - one page affiliate pages, maybe, a BANS site here or there, a blogspot - but the real players? ebay? amazon? facebook? If you want to be the best, copy the best.
you are mistaken, real players do utilize signature link url's with keyword anchor text along with blog / forum posting and comments,article posting and of course directory submissions...the only point you have is that big business with natural linking doesn't rely on signature links and thats obvious because they do not need to...
It is just one of the possible marketing strategies for some sites. It may work for some sites, but not all.