I like to sign the lower part of the print with a fine silver paint pen. That's what I ask for too when I get a print from somebody. I'm in the minority here though, most people do not want the signature on any part of the image itself for some reason. The worst idea that I hear is signing the back of the print - gone for good as soon as you mount the print. If you sign the mat, that could also part with the print at some time, plus a signature on the mat is far more distracting then one on the print, imho. The mat is supposed to be blank - a single smudge on the mat, and it needs to be re-done.
On one occasion I asked a photog to sign a print of his for me, and he signed the paper just below the image, so when I matted and framed it I had to leave a white space below the image so his signature would still be there. Not what I like, but I got a comment from a person who liked that way of doing it.