Not unless somebody really insists (and if they do I may question their sense of aesthetics :-). For that matter I resisted signing my own photos for a long time, and I'm a better photographer than I am a woodworker.
I think this is one of those things where there's no clearly right or wrong answer, though. My take is that signing is for master-level pieces FWIW. If/when I produce one I'll sign it.