This is a tough question. Gideon did ask for a sign (and he got it), but one must consider the context in which he did so. Too often asking for signs becomes a version of Christian superstition - fortune telling. In other cases it seems like people making excuses to do what they wanted to do in the first place. After all, remember that the Pharisees asked Jesus for a sign, and he didn't give one (Matt 12:38-39). His reply was that they already had their sign (that of Jonah in the scriptures).
So, what does this all mean?
Gideon did not initiate the situation. When he asked for a sign, he was talking to an angel. Think about that! My goodness! What more of a sign do you need? Gideon was not unsure of what God wanted him to do. He lacked the faith to do it. Personally, I think God was very gracious in accomodating Gideon's request (God does tend to be gracious, doesn't he?).
The Pharisee request for a sign was not because God had asked them to do something. It was not a prayer made for delivery from pain and suffering. It was a challenge of Jesus' authority. As such, Jesus is basically saying: If you don't know Scripture, don't understand Scripture, don't believe Scripture, what good would a sign do?
So, the first step is to search the Scriptures - not to find a magical prescription, but to understand God's Word for our lives. Note in that search that God never promises to take away suffering (John 16:33) nor does he promise to signal every difficult step you need to take. Scripture seems to say more about listening to the counsel of those around you than looking for signs (Proverbs 15:22, Matthew 16:4, 1 Corinthians 1:22).
So, yes, God does sometimes provide signs, but not at your demand and not because of questions you want answered. You have answers in Scripture and from those around you who have reached maturity. Signs come when God has a message he wants to deliver.
That probably sounds very skeptical on my part, so let me say that God has given me signs, but in accord with what I said above. They came very unexpectedly - not when I was looking for them. In those times when I've been agonizing over something and beg God for an answer, it usually comes from Scripture or a friend - not from rolling the oracle bones.