I'm a Lutheran and have lived with Martin Luther's Small Catechism words about making the sign of the cross--crossing one's self--for nearly forty years. But I never did make the sign of the cross, except as the leader of worship toward the congregation, until recently. This happened after some good friends taught me how important it could be.
Now I make the sign of the cross when I'm fortunate enough to be among the non-presiding minister at worship and after I receive Christ's body and blood in Holy Communion each week.
This is a really good article on why Dietrich Bonhoeffer, who rejected hollow religious symbolism, made the sign of the cross. The author, Joel J. Miller, an evangelical, explains why he does the same.
By the way, this article explains the significance of making the sign of the cross for Christians and includes these quick instructions on "how to" do so...although if you don't do it "right," it won't matter:
“Touch your head at the naming of the Father; then bring your hand to the middle of your chest (over your heart) at the naming of the Son. At the naming of the Holy Spirit, touch your right shoulder and then your left shoulder.”
As instructed by my friends, I add three touches to my heart at the end of this gesture.