I don't have an embroidery machine and I'm not very good at lining up the fonts that my machine has to make my label on my machine and have it look good. I guess if I practiced the results would become better.
However, a local quilt shop will make an embroidered label for me for $10 or $15 in my choice of font, design and colours of thread. The labels always look great!! For me this is a terrific option and takes a lot of the stress away especially when the quilt is a gift.