It does, however, help set me apart from other local agents, and I have had inquiries to help list new property (not inquiries on the individual house), because of the lighted signs. So far, the link below has the best one's that I've found, and they're relatively inexpensive (about $65.00 each).
My guess as to why not more Sellers have their agents illuminate their signs is that Sellers are unaware these sign lights exist. As to why more agents don't illuminate their signs, I think, like any investment for their business, they're afraid they won't see return on their investment. I have seen signs lit at night, and they have definitely caught my eye. Automatically that draws my eye to the house -- not that I've done more than just a once over, but I've definitely thought that listing agent is on top of his/her game. And as Elvis (below) stated, it can be a great tool to generate more listings.
Good question Chris!
~ jordan elias