how easy is it for someone to sign their address though? You can't do that on blockchain.info or anything like that can you?
Is there a good site to do that, or do you mostly sign stuff if you have a desktop client wallet. There's no way for me to do it for them cus I'd need their private key.
Blockchain.info supports signing messages. Sites like coinbase don't. The user doesn't own the address. They don't have the private key thus they can't sign anything (nor should they be able to).