There are many different types but try starting with a grunge sig.
Go cntl+n and make a 100x400, rgb, transparent.
Filter > Render > Clouds
Put your render on, add a few grunge layers ( Get some grunge brushes first and remember to make a new layer for each brush).
After that press cntr + U and check colorize and change the bars around to get a color you want. You can do even more touchup with cntrl + B.
You should get something like this:
Another sig you can make will involve motion blurs and such.
Start with a 100x400 and place your render and make seven copies. Using the smudging tool smude all of them except the bottom one. Change the blending options of each of them and use the eye dropper tool twice. Then use the gradient tool starting from midway to the bottom.
Example:
If you want me to make you a real tut just ask.