On a relatively smaller scale, the famous Soviet nuclear physicist
Andrei Sakharov proposed the idea of detonating nuclear bombs (he
called them "flash lamps", quaintly enough) every decade or so in a
sequence at the edge of the Sol system to alert galactic neighbors
to our presence:

http://lnfm1.sai.msu.ru/SETI/eng/articles/sakharov.html

According to this article here:

http://www.coseti.org/lemarch1.htm

If all the nuclear weapons Earth had in 1989 - almost 55,000 (15,500
megatons) - were detonated at once in space, their X-ray signature
could be detected out to a distance of about 190 light years.

The same article also proposes interstellar signalling by dumping short-lived
isotopes into the home world's sun that would not normally be found in stars
to alert any astronomers taking spectrums of the star to the intelligent
presence in that system.

Luc Arnold has proposed that ETI could signal their presence by placing
huge objects of various non-natural looking geometric shapes against their
stars that could be detected by others. The details on this idea are here:

http://www.obs-hp.fr/~arnold/homepage.html

As for really advanced ETI detonating stars to get the attention of others
(presumably like themselves, not the little bugs crawling around at their
feet or what appendage applies to this analogy), I wonder if that would
tend to frighten others more than make them say "Hey, these guys just
wiped out a bunch of stars to say Hi! Let's go talk to them!" Unless you
were equally sure of your level of self-preservation, would you want to
contact beings who could explode entire suns at will? I would just hope
these stars didn't have any inhabited planets around them as well.

On another level, making stars explode just to get attention also seems
somehow crude and primitive, powerful as it otherwise is. Not to mention
you would presumably want to be very far away when they go off, so
how do let others know exactly where you are then?

As I have brought up before in this forum, you can use naturally occuring
SN to both get the attention of others and to search for signals by those
who might be trying to use the natural beacons for just such purposes.

See here:

http://adsabs.harvard.edu/abs/1994Ap&SS.214..209L