I generally just mark my initials on small gear or my last name on large gear. I have used sharpies and an engraving pen. Depends on the item.

On a camping trip with our scout troop up into Canada, I found a knife for a scout mess kit in our camp site. The knife had a full name and troop number on it. I did a quick internet search when we got back to Ohio and found out that it belonged to a Scoutmaster from a troop in New York. A few e-mails to get the mailing address right, he now has his knife back.