OK, so apparently you can't have an HTML sig with Apple Mail. This however sucks, cause you need to have links to your stuff in your sig! If you just type the HTML code in, then this code is not rendered and you just end up emailing people code!
What you need to do, is make a HTML page of how you want your sig to be (ensuring that all images etc are online on a server, not on your local machine... only your html can be there). Then open this up in Safari, and save it as a webarchive. Then, copy this archive to ~/Library/Mail/Signatures where you will find all the archives of your sigs.
Goto Apple Mail and make a new sig, call it something useful. Go back to finder and sort the list (which will have names which mean nothing!) by date so that you have the last modified at the top. Don't delete the plist file... you need that! Instead copy the name of the last modified webarchive then move that off to somewhere else on your hard disk. Make the webarchive that you created from Safari to be the name that you just copied. Restart Apple Mail and you should have your lovely HTML file as your sig!