That's right, if you distribute your own cert for use in the environment, or sign your script using a code-signing cert from your own Certificate Authority, your script will only be signed for local use.
If you want other environments to be able to run your script under a 'RemoteSigned' execution policy, you will either need them to issue you a Code-signing cert, or you'll need a globally trusted certificate, from an organization like VeriSign, Thawte or GoDaddy. Expect to pay ~$800 + for one of those Code-signing certs.
It looks like prices vary, anywhere from $80 to $400 a year. Looks like StartSSL offers a free tier, but its Root CA might not be installed on everyone's computers. (I would add some links, but the forum software won't let me.)