No its not true, just do the view source...in fact putting your link in DP signature is fastest way to get your new site indexed (or visited by crawlers)
it doesn't really matter, there are plenty of combinations for every keyword, so i am really not afraid to post keywords like advertising agency it can be advertising agency usa , advertising agency uk and so on.. if your seo tactics are good enough, you dont have a problem
I feel that the advantages of sig links is, WHen several persons have our site in the signature, the bot may think , your site is trusted by several people and its their favorite too THough just my opinion