I usually try to sign my work, unless it's a graphic piece (like a logo for a company).
It doesn't matter if your work is 'horrable' or a 'joke' or not, always always ALWAYS sign your work. With things like Devaintart and such, art theft is so easy these days, and it's a good habit to get into just in case you're rich and famous someday :)

even on fan art, try to at least do a quick sig on the bottom.
I don't sign with my given name, but with an alias (registered with the state), if it's just somethign I'm posting online. It's a way to keep my identity secure, but still tell people that it belongs to me.