Why was a sign being sought? In Luke 11:29 we have Jesus saying:


  "...no sign will be given to [this generation] except the sign of Jonah."


Yet Jesus had just cast out a demon. Did He say this because the people in His midst were "seeking from Him a sign from heaven" and He felt his present miracles should be sufficient? In that case, why weren't his current miracles enough? Jesus also mentions "your sons cast them out." Was this common practice in His day? Is that why the casting out of demons wasn't enough for the crowd in order to prove He was the Christ?
To the question as to why casting out demons was not enough to prove to some that he was the Christ, some believed that such power was not from God:


  33 And when the demon had been cast out, the mute man spoke. And the crowds marveled, saying, "Never was anything like this seen in Israel."
  34 But the Pharisees said, "He casts out demons by the prince of demons." - Matthew 9:33-34 ESV


While the Pharisees witnessed these miracles, they did not believe that they came from God.  He of course also multiplied bread, walked on water, healed deformities, and resurrected the dead, but there were still many who refused to believe.  The understanding of who is and who is not able to truly believe is debated among Calvanists and Arminians, and is beyond the scope of your question, but the Parable of Lazarus and the Rich Man provides some additional context as to why no sign would be given:


  27 And he said, 'Then I beg you, father, to send him to my father's house-
  28 for I have five brothers-so that he may warn them, lest they also come into this place of torment.'
  29 But Abraham said, 'They have Moses and the Prophets; let them hear them.'
  30 And he said, 'No, father Abraham, but if someone goes to them from the dead, they will repent.'
  31 He said to him, 'If they do not hear Moses and the Prophets, neither will they be convinced if someone should rise from the dead.'" - Luke 16:27-31 ESV


The sign that the Pharisees wanted was one from heaven.  They simply did not see Jesus's own miracles as being divine.  Much like Jonah, Jesus is delivering a message from the Father, rather than the Father sending a sign.  

In short, no sign would have changed the minds of the Pharisees, and none would be given because all that is necessary for true faith was already being provided, as the disciples and followers demonstrated.