Why I make the sign on the cross.
Now, our church doesn't have all the trappings of a "high church" - no crucifixes, no incense, no statuary. We certainly don't go the other way either. We have both common cup and (non-disposable) individual cups (which my pastor reverently washes). I've been to individual confession. No CCM, no wandering away from the structure of the Divine service, our pastor wears vestments, etc. You get the idea. Also, no one (to my knowledge) makes the sign of the cross. I try not to look around, but you don't see that massive movement that you can't help but notice at an RC Mass.
So why do I make the sign of the cross at the risk of giving offense or possibly confusing others in the congregation? First, for my wife. Since it's reflexive for her, and since I'm convinced that it is in the realm of 'things indifferent', I do so to make the connection between how we as Lutherans practice and how the Church has practiced for centuries. Also for my children. I want to show my kids that what we do here is just as reverent as what Grandma does at her church (but with pure doctrine).
Finally, I love my baptism*. I need to remind myself constantly that what is going on in front of me, is actually for me by virtue of my baptism into Christ. I can buy that it's for the guy in front of me, but I really have to remind myself that it's for me. The Absolution (for me). The Body of our Lord (for me). The most significant part of my life in Lutheranism is the discovery of the sacraments. It amazes me anew every Sunday that Christ would condescend to give himself to us in simple bread and wine. But it's true.
I love watching baptisms, Christ's work to forgive sins applied to little people who can't contribute squat to the process. I'm excited about the prospect of bringing my son to the fount soon (if he would hurry up and be born already). I'm just glad that I could convince my wife that the tradition in the RC of dressing boys in long flowing baptismal gowns is best left to the Catholics.
* The first one. I was re-baptized by immersion during high school, but I consider my baptism as having occurred on March 11, 1979 at the hands of a Roman Catholic priest.