It's been about 20 years since I did this, but back-in-the-day, I worked for a school district that hand-engraved every single piece of equipment that it purchased. I was responsible for deploying a few hundred PCs, from receiving from our vendor to physical setup and software installation. Somewhere early in the process, I had to write down a serial number, assign and put on an asset tag sticker, and then use a Dremel to "neatly" (as good as I could do at 15 years old) engrave the school district's initials into the chassis somewhere (usually the underside or rear). Looking back on it now, I probably could have saved myself a lot of headache if I had engraved every single device in a similar fashion at all of my employers since then. Yeah, removing small chunks of plastic or metal may not be the ideal solution, but it certainly is one of the more permanent solutions. I haven't looked at laser engraving, perhaps that's a bit "neater".
Now I have a sudden urge to carve my initials into my belongings..