I use Pigma pens for all my labels. I love them. They come in various sizes, but I use what looks like a fine tip marker size. I got the wrong size once and the tip was so tiny and sharp it tore the fabric.
I use Bohn pencils for marking both when piecing and when quilting. It comes in white, gray and yellow. I've now seen the "lead" sticks in pink and green. I only use the white, gray and yellow. I just don't trust the other colors. I made my husband a 25 block sampler and couldn't afford the Bohn pencils so I bought a chalk pencil with multiple colors at Joanns. The white was awesome as was the blue, but every other color set in my top. The orange faded when washed, then bled on the entire block. Good thing it was for my bed and not a show or a gift for someone outside the house. I only use the Bohn now. The chalk was kind of thick and had to be sharpened a lot. Love the BOHN stuff.
I will be using painter's tape on some upcome projects. It's great to ensure you are stitching a straight line.