All I use for the backgrounds of my sigs is different abstract and grunge brushes people make for photoshop. Most of them you can find at deviantart, just search for grunge brushes. Usually I make a layer for brushing in black and then a layer for brushing in white and keep repeating that until I get an effect I like, then I just merge the background layers and give it a color that I like. If you click on the knight sig I posted you'll see the tutorial I used to make it.
And thank you for the compliments