I don't usually mark my stuff either, but I keep most everything I do. For portrait style cuttings, I spray on my clear coat, then with a pencil I sign my artwork, then finish off with a couple more coats of clear coat.
For my toys, sometimes I'll put on the clear coat, then with a fine tipped sharpie, I write a quick message and date. Then finish it with a couple more coats of clear coat.
The first clear coat keeps the sharpie from bleeding. For pencil, the first clear coat gives it a nice surface to write on. Subsequent clear coats is just for protection.
I've seen some people use mailing labels on the back of their artwork. I think that would be a pretty cheap alternative, and if you design it with your business in mind, pretty professional too!