It varies.
They're not explicitly signed or unsigned for arithmetic, logical, shift, or load and store operations.
The conditional branches (and the unconditional one on the later 6502 descendants) all take the argument as signed; otherwise loops would be extremely awkward.
zero, x
addressing is achieved by performing an 8-bit addition of x to the zero page address, ignoring carry, and reading from the zero page. So e.g.
LDX #-126 ; which is +130 if unsigned
LDA 23, x
Would read from address 23+130 = 153. But had it been 223+130 then the end read would have been from (223 + 130) MOD 256 = 97.
absolute, x/y
is unsigned and carry works correctly (but costs an extra cycle)
(zero, x)
is much like the direct version in that the offset is signed but the result is always within the zero page. Then the real address is read from there.
(zero), y
is unsigned with carry working and costing.