It is easier to mark quilt before sandwiching it. I use frixion pens which iron out it as been noted on some dark colours it can leave a light stain. Air erasable disappear too quick. Water erasable mean you have to dampen cloth and if you go mad with water it can cause bleeds. I personally dislike chalk because it is a dust which with me rubs off and I get dust everywhere.
Try them all and use the one that suites you.