Signing statements are official pronouncements of the President at or near signing a bill into law. Although they have no legal effect and are not officially part of the legislative process, they do indicate the President's interpretation of the law and may state how the law will or will not be carried out by the Executive Branch.
Signing statements can be found in the Compilation of Presidential Documents and the Public Papers of the President.
For more information, including a bibliography, see the Law Library of Congress' Presidential Signing Statements.