Here’s a little theology with regard to blessing oneself with holy water. The holy water is a sacramental, it is used to remind us of our baptism. Thus, it is quite appropriate that we do so on the way into Mass because it is through Baptism that we can approach the other sacraments. However, on the way out we have, most likely, just received our Lord under the form of bread and, perhaps, wine. We’ve received a blessing from the priest or bishop. Since sacramentals are to prepare us to receive grace and sacraments confer grace, there is no theological reason to bless ourselves on the way out of Mass.
If it’s a habit – then we need to think about why we are doing what we do. If it’s a personal devotion – go for it! It certainly can’t hurt!
Deacon Ed