Certain manufacturers are known for creating jewelry of quality as well: Eisenberg, Schiaparelli, Miriam Haskell and Schreiner are a few names to look for when purchasing high-end pieces. More moderately priced signatures include Weiss and Kramer among many others. Should a vintage jewelry purchase always be "signed?" Not necessarily. There are even more beautiful unsigned pieces available on the secondary market, including those made by DeLizza; Elster known as "Juliana", and all the aforementioned companies made unsigned jewelry at one time or another. It really depends on who you're buying for, since an avid costume jewelry collector will appreciate a signature far more than someone who values the piece as a fashion accessory.
The most important tip, buy what you love!!