I just wondered. Officially it's all secret but in practice I have twice received presents signed by the giver. I also once received my gift directly from the giver, who had temporarily misplaced it.
Personally I enjoy the secret element when giving and try to avoid giving it away (I was once annoyed when Andrew asked the recipient what she thought of her gift in a way that was just a bit too casual). Once the tag fell off and stuck to something else, forcing me to declare myself publicly. I've been more careful with gift tags since then.
I have no strong feelings on how it should be done and it would not be in the spirit of a fun event if rules were strictly enforced. I'm just curious about what everyone else does. Are you secretive like me or do you sign the card? Can you never resist asking what the recipient thought of your gift? And do you know where your gifts have come from?