It's always a good idea to sign each userid on your own public key. It's very easy for other persons to add new userids to your key (and thereby possibly diverting your mail by specifying another email address), but it's impossible for them to sign any of these userids as long as they don't have your secret key.
Remember this the next time you mail someone whose address you got from his/her PGP userid. Unless the userid is signed, you can't be sure that the email address is correct.