i had to go through the entire registration process, captcha, mail verification just to reply.... for all the googlers:
First, this is what i did to make the signature work in the Mountain Lion Mail app: http://mydesignpad.com/create-a-html-email-signature-for-mac-os-x-mountain-lion-10-8/
Then, send yourself an e-mail, and open this e-mail on your iPhone. You should now see the signature.
Now, the trick is "how do you select the signature in your e-mail when you copy it".
You have to copy it in a way that you see a cursor before the signature and another cursor after the signature. Just as if you'd copy a word of text (and NOT as if you'd copy an image).
Then click copy, and paste that in the settings -> signature.
For me this works, in IOS 6.0.1 on iPhone 5.
Good luck and have fun =)