Blindman, for knowing how to make a sig, first of all you need the pictures. Looking for pictures you like is the first step, then looking for the host to upload the sig is next required step.
As for a tutorial, depends on which effects do you want in it. Some people use only one image, some others merge more than one image together. Just this first thing shows you that the "utlimate" sig tutorial doesn't exist. You have to think about what kind of result you want to obtain and work focusing on your idea, at least at the beginning. It'd be impossible to tell you how to make a sig without knowing how do you want it to look like
but maybe it's just me... I'm not good with explanations...