Study the autographs of famous personalities, paying attention to what makes each signature stand out from the rest. Note the shapes of the letters, the way they are joined together and the types of flourishes used.
Write out your name, slowly, in printing rather than cursive. Look at the overall shape of your name and think about how it could be embellished.
Sign your name the way you usually do, but make one or two of the small changes that you thought of previously. If your current signature is illegible, write your name carefully in cursive instead of starting with your normal style.
Continue to develop your autograph, trying out different types of flourishes, initial capitals, sizes and angles. Once you've got a shape you like, practice it several times with different types of pens.
Practice your new autograph with the pen that you like best. Always carry this pen with you, so that you can use it when you need to sign your name on a check, a book, or a fan's playbill.