Save it in PNG most/all of the time - good quality, and allows for some special things other file formats don't allow.
Put a border. I don't care if it's just a 1 px black border, every sig needs a border unless...well I won't get into that, just put a border.
Text/render effects - blending is simple, easy, but not always necessary. It may help, or it may look ugly, it depends on the render and the background.
