I haven't done the experiment, but I've seen tables of Hall coefficients for various materials. They change sign for p and n type materials. The definition of current is \vec{j} = \sum \langle q \vec{v} \rangle. Since charge for electrons is negative, the current goes opposite the direction the electrons travel in, always.
One other thing I forgot to mention, the velocity of particles is v = \frac{\partial E }{ \partial k}. For n-type systems this behaves normally, as k gets larger, v gets larger and has the same sign. But for p-type systems, (using the dispersion I mentioned above E = -t\cos (ka))... At k = pi/a the velocity is zero and effective mass is negative. As k moves away from pi/a, the energy goes down and the velocity picks up the opposite sign you would expect.. You can approximate the cos function for a p-type system near the band edge as E(k = \tfrac{\pi}{a} + \delta k) = t ( 1 - \delta k^2/2). Velocity will be negative if \delta k is positive. This gives an additional sign flip for the magnetic force, since it comes in as v cross B.
This is definitely an experiment worth doing just to see it for yourself,
even if you thought my explanation was so awesome that you are totally convinced.
There's some more detailed explanation here:
http://www.fys.ku.dk/~jjensen/SolidState/Week5.pdf