Sharpie now makes a laundry pen that REALLY holds up, even better than normal Sharpie.
I wrote on Aillidh's stuff back in August, and have to wash her kit a lot because she's messy and the play yard there is several hectares, with a lot of it muddy often enough, and it's still holding up brilliantly.
I have a Dynamo label maker thingie for all the plastic stuff.
Because I have (probably vain) hopes of handing some stuff down, and there's only one family with our surname in the area, I use only our surname on stuff.