In my opinion, they’re not at all necessary under normal circumstances and, in my experience, all they usually accomplish is to annoy the hell out of your listeners. My two cents is that if your mix will be posted online, you shouldn’t add one (because whoever is listening can clearly see your name on the web page). Also, when you’re performing live, you shouldn’t add one (because the purpose of live music is the dancing, atmosphere, and actual MUSIC, which all go to hell when you hear “YoU aRE NOw iN tHe M-M-M-M-M-IX WiTH DJ SkiDMaRk”). Just get a sign or something similar with your name on it that people can see.
The only time I recommend adding a drop is if you’re playing the mix on some kind of radio program where people may show up and start listening at random points along the way and thus won’t have any means to know who’s playing unless there’s a drop. Even then, please use it sparingly (I suggest no more frequently than at 20 minute intervals) and try to time it so it accentuates the music rather than disrupts it.
As far as where to get a free one, I imagine your best bet is just to have a friend (or yourself, if you’ve got a decent voice) record one. Otherwise, you can never go wrong with Microsoft Sam 🙂