Well for a start I'm not sure what they want your signature for. If you ordered it online or from a catalogue you are protected by distance selling regulations. If you have paid extra for next day delivery and it is a 'signed for' service, then the burden of proof is upon them to prove you have received the goods, not for you to prove that you haven't.
Is your address hard to find, a flat or a residential property. Have you had problems before when receiving goods via a courier? To be honest I don't think I'd have let it go on for a month or more. There is a cooling off period for goods purchased but not opened / spoiled. This period does not start until the day upon which you take receipt of the goods. You haven't received them at all, so cancel the order and demand a full refund including postage.



