A B737-300 PLT INADVERTENTLY TAXIED OFF THE ASSIGNED ROUTING BUT HELD SHORT OF AN ACTIVE RWY.

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CURRENT ATIS SHOWED RWYS 15L AND 15R BEING USED FOR TKOF. TAXI INSTRUCTIONS GIVEN TO US DIRECTED US TO RWY 33R DUE TO A RWY CHANGE. INSTRUCTIONS WERE NR; WF; WA. ON RAMP S OF WF; THERE WAS A LOT OF CONSTRUCTION; WHICH WAS NOT ON ATIS. AT WF; CTLR TOLD US TO TURN R ON WF AND CONTINUE. WHEN I TURNED S OF WA; I MADE A COMMENT TO THE FO ABOUT THERE BEING NO SIGNAGE ON WA AND FEELING LIKE WE WERE ON SOME ROAD HEADING NOWHERE. (BOTH OF US HAD NEVER TAXIED TO RWY 33R BEFORE.) WITH NOTICING NO SIGNAGE; I MUST HAVE THOUGHT I WAS ON WB INSTEAD OF WA; THEN TURNED R ONTO WG. I THEN MADE ANOTHER COMMENT AS TO THE SIGNAGE ON WG LOOKING STRANGE. THE FO WAS HEADS DOWN MOST OF THE TIME TRYING TO TYPE INFO INTO ACARS TO OUR DISPATCHER; BECAUSE WE NEEDED REQUIRED INFO FOR TKOF; DUE TO OUR AUTO SPD BRAKES BEING INOP. OUR CURRENT SYSTEM DOESN'T ALLOW THE RWY WEIGHTS TO AUTOMATICALLY COME UP; SO WE NEED TO TAKE ALL THE TIME WITH ACARS ASKING OUR DISPATCHERS FOR EVERY RWY WE'LL POSSIBLY USE. I DON'T REMEMBER SEEING A HOLD SHORT; NOR DO I REMEMBER SEEING A RWY ENTRANCE SIGN FOR RWY 15L/33R. BY THE TIME I REALIZED WE WERE COMING UP ON THE ACTIVE RWY; I STOPPED THE ACFT SHORT. WE TOLD THE TWR WHERE WE WERE AND THAT WE HAD TAKEN A WRONG TURN. HE CLRED AN ACFT FOR TKOF; THEN CLRED US BACK ONTO WA. UPON ARRIVAL AT OUR DESTINATION; I CALLED IAH TWR. I WANTED TO KNOW IF THERE WAS IN FACT A RWY SIGN NOTING RWY 15L/33R. HE SAID I NEEDED TO CALL THE CITY OF IAH. HE DID SAY THEY'VE HAD NUMEROUS INCIDENTS IN THE LAST SEVERAL MONTHS AT THAT EXACT LOCATION WITH BOTH CIVILIAN AND AIR CARRIERS. HE SAID THE CITY WAS AWARE OF THE SIGNAGE PROBS; BUT NOTHING HAD BEEN DONE YET. ALL INCIDENTS INCLUDED THE ACFT EITHER TAXIING ONTO THE ACTIVE RWY OR STOPPING JUST SHORT WHEN THEY REALIZED THEY WERE IN THE WRONG PLACE.