I, like many others on the net, was losing my Mail signatures on every quit. None of the fixes I've seen around the web seemed to work, though. I did have two of seven accounts that were holding their signatures, however. So I went through each account's setup to see what was different, and I noticed that the only difference was the account names. The accounts that held their signatures on a quit had different names than the address of the account itself. The accounts losing their signatures had the same account name as the address. So I deleted the .com part of the account names, and they started holding their signatures.
Now I'm not sure if keeping the name different was the key, or if you can't end an account name with .com, but one of those two things is what solved this rather frustrating problem. Hope that helps someone out there.
[robg adds: When I tested this on two accounts, I couldn't replicate the issue -- regardless of which version of the email address I used as the account name, the signatures were saved.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20061208115147755