Signing a bitcoin address is a perfect way to prove beyond any doubt, that you also control the private keys to the public address being signed. It will also demonstrate that you have ownership of any funds in that particular funds at the time of signing.
The most commonly seen format for posting a signed bitcoin address is as follows (without "quotes")
Please always remember to include the date and detailed message when signing.
-----BEGIN BITCOIN SIGNED MESSAGE-----
"copy&paste the exact message you have signed here.
"copy&paste the bitcoin address you signed the message with here"
"copy&paste the signature string here"
-----END BITCOIN SIGNED MESSAGE-----
Please note that different wallets will have different options for signing a message.
I have added instructions in the FAQ for a couple of wallets i know the process for.
If you need help signing a message please contact your wallet provider.