The Master Keys sign almost nothing. Their purpose is to bind the other keys together and certify that they are all owned by the same people and part of the same integrated setup. The only signatures produced by the Master Keys, ever, should be the signatures on the other keys.
We intend to arrange for the Master Keys to sign each other, to certify that the DSA keys and RSA keys are part of the same setup. We have not yet got round to this at the time of writing.
We have collected a few third-party signatures on the Master Keys, in order to increase the chances that you can find a suitable trust path to them. We intend to collect more. (Note that the keys on the keyservers appear to have also collected some signatures from people who haven't performed any verification of the Master Keys.)
We have uploaded our various keys to public keyservers, so that even if you don't know any of the people who have signed our keys, you can still be reasonably confident that an attacker would find it hard to substitute fake keys on all the public keyservers at once.