Gary, I've done some with a fine-point Sharpie pen, after finishing. I've also done some before finishing, but only when I was spraying the finish. I was afraid of a wipe-on finish wiping the ink off. I've heard that "permanent ink" markers will fade or wear off over time. So far, mine have held up OK, but then again, the oldest ones are only a couple of years old.
I've since graduated to using a woodburner with a very fine-tipped burning pen. I figure it's going to leave a more permanent mark. I also have a wire "brand" that I use to burn my initials on a piece.