Most of the time i use those little labels you can order and they have them in fabric stores also with little pictures on them. Are cute but only have your name on them. Some times i'll just take a piece of muslin and put a fabric boarder on it which matches the quilt fabric. If that method i'll use pigma pen to write with then use a hot iron to set the ink. It seems to work.
I've also made labels from that book that is out where you can make your own special labels.