First, I do NOT consider myself a pro in the SW security field whatsoever, but:
I think an important thing is to let the application be dependent in some part(s) on the signature check. Don't let it affect immediately, but let it set some flags or change some values. later on, use those flags, check them, let the absence/incorrectness of them cause an exception of some kind which will terminate the application maybe. As long as the signature check is only relevant at the moment, it is easy to bypass it, to remove the line, once it touches more areas in the code, your application becomes harder (or less easier...) to hack. Also as I see it, not all checks should call the same routine for the sanction, because this will also make it easy to find the protection mechanism and terminate it.
Of course, the sanction to take in cases of illegal SW may vary, you might want to crash the application when used illegally, but you might as well want to keep it running, and only send message that asks the user to buy a legal copy of the application.
If this is just what you didn't want to hear, then I'm sorry for your time :)