I go to the pet store and print out my name and phone number using the dog tag machine. I have them strapped to my regulator, bc, with zip ties (or whatever name you know them as).
For my lights, fins, I use a black magic marker and put my initials on them. Not nearly permanent, but lasts a dive season and can be renewable. I also write what size batteries the light uses somewhere on it so that I don't have to open it up every when I need new batteries.
For other items (inside of my mask strap (neoprene), my soft weights) I use a screaming yellow paint pen. It doesn't dry screaming yellow, but it is easy to read.