Or one better: build Dyson spheres around your sun, or ideally around several local suns. This would be a clear signal of a very mighty civilization indeed! But even this signal would propagate outward at a snails pace in comparison to the size of the galaxy, let alone the universe. At that point I think it's interesting to wonder what such long-lived and powerful civilizations would want to talk about, and indeed how the conversation would take place. The time-scales are unimaginable; it would require something like a slowed-down AI living in a physical substrate maintained by short-lived AIs and/or biologicals, somehow maintaining a stable (or at least meta-stable) social structure for millions of years. It would be an incredible achievement, but I would worry that the "human cost" would be immense -- I'm thinking of the very stable but stagnant (and totalitarian) Egyptian civilization. Were the pyramids worth the cost?
You need some kind of shutter that orbits the sun, which can be opened and closed rapidly to modulate the existing light. At least we can send the message that we were here and you’re not alone.
I don't believe this is necessary. First, the construction of such a sphere is itself a kind of "blinking" - over time, imagine the stars blinking out, replaced by a dull red glow of infrared. Second, I believe it is possible to infer the existence of stars by gravity and other effects, such that it's lack of emitted light in the visible range would be a clue to an observer that they are, in fact, observing an artificial phenomena.