I always insert one of my business cards inside my camera case or at the back of my mobile phone protective cover. Ok, so it may not prevent a dishonest toe-rag from pinching your gear anyway; but if it happens to be found by an honest sausage, then it increases your chances of getting your kit back.
I also stick one of these sticky name labels on anything of value. Something like this (though there are scores of companies to choose from):
http://www.able-labels.co.uk/address-labels-on-a4-sheets/They’re very cheap, effective, and could save you a few quid if some good Soul returns your kit. I also stick them on CDs, in books, etc.