On quilts for children, I always put them on and quilt over them. They tend to get lots of washing and lots of love.

On wedding quilts, I put them on last. The last one I made has had the label removed because of a divorce. I don't want to feel like I am jinxing a marriage, but the last bride loved the quilt, just not the guy. I hand stitch them on.
Jan

It's personal preference. If you sew them on afterwards, they can be removed. Is that important to you? If you want them on permanently, you quilt through it or fuse it on. I want it on permanently (I'm the artist after all), so I've switched to fusing after quilting. I put my name, date, city and state on my label. It doesn't include other details.