How should I sign my pieces?

Use a pencil, it won't fade with time like ink will. Best bet would be
on the back or bottom where you won't put a stain (or might not put a
stain, depends on style I guess). If you want to protect it I suppose
you could put a finish over it, but that's up to you. And don't worry
about it being easily erased, if someone wanted to do that they could
also sand/scrape anything else you did to sign it so what's the
difference, right?

Mike