Haha!
Ironically enough, when the car was painted, I said "lets just forget the bumpers." When I came to the turn signals, there are a kind of sheet metal nut that I used. It so happens that the turn signals approximately fit into the openings (they're a bit wider). I then used the original mounting studs from the lights, and screwed these stamped sheet metal nuts down onto the back. This clamps the signal onto the fender (some of the signal sticks out front, and the nut has a washer-like extension that clamps on the backside. It's come off once or twice, but it's generally reliable.
I'd recommend fabricating something out of light sheetmetal to make a more permanent installation. If you look closely, you can see that it's not supposed to be that way, but its pretty good for a really quick and dirty solution! I'm planning on reinstalling my bumpers for safety reasons (and so I can reinsure it). I'm interested in going to earlier model bumper, but we'll have to see about that. In the meantime I need some measure of safety in the event of a bump ... damage would be enormously expensive if there was an accident.
P.S. Thanks for the comments about the car /ubbthreads/images/graemlins/smile.gif I took it to the fireworks on the 4th of July, and got plenty of comments -- one from a little boy -- "Is that a racecar?" "Yep! I just raced it last weekend!" "NO YOU DIDN'T!"