For the most part I write my name and number on the underside of the flight plate, near where the plate meets the rim. On a couple of my proto Vibrams I have written a reward, but of the two I have lost I have yet to be contacted. I have a friend who has done the same thing, but when I picked up his disc after he left it behind, having used it as a marker, he did not pony up the money when I called him five minutes later (although I was standing next to him at the time).
On some of my more recent purchase, especially the see through plastic like Z, Champion, and VIP, I have put my name on the underwing. If done with big, neat letters, it looks good showing through the wing/ rim.
If it is a new disc that I am unsure whether it is going to go permanently into my bag, sometimes I go a little while before I mark it up. Only if I know for sure if it is going in my bag do I ink it immediately leaving the store.