Whoa! Those look awesome! What exactly do you mean be depth? I always hear people talking about it but I've never been taught what it is exactly.
Actually it's the same on a signature as in real life ^^" Just a difference in distance between ' objects '. The most common way to create depth would be using sharpen/blur, light source/shadow,...
The flower above ( mechanic flower...) is sharpened, while the background is blurred. This makes a difference in depth and makes you realize the flower is close by and the field or w/e is behind it is further away. It also focuses your attention on the flower. Most of the time if a designer uses depth in his/her signature it's supposed to bring up the focal points ( like...a render of a person, or in this case a mech. flower =P ).
End of the lesson.