If you have a business, you can put your business name and address or whatever other contact information you want on there. It's your sig file, so it's up to you what you want to use.
There's a great website if you want to create a signature in your choice of font. It is mylivesignature.com and that is where I created mine.
Once you have created it, how do you get it to show up in your emails? That depends on what you use for email.
Outlook Express: click Tools - Options - Signatures
Outlook 2007 (and earlier versions of Outlook also, I believe): Tools - Options - Mail Format - Signatures
Web-based email:
Gmail: Settings - General tab - Signature
Yahoo: Options - Signature
Hotmail: I don't use Hotmail because it is a truly awful email service, so I am not specifically familiar with the sigfile procedure - but you can get the instructions here.
This week's video shows what firemen do when there are no fires and they get bored. They make cars fly.