Mike,
I used to use a very fine tipped archival pen. A while ago though I received some feedback from a gallery/gift shop I sell at. A customer had mentioned they would like my door stops better if they didn't see "black ink" on the top of the nicely finished cherry surface. This rose two questions, which side is the top of a door stop? They could be used with the flat side down or the angled side down depending on what kind of flooring. So signing the stops on the two "potential" tops wasn't a good idea anymore. So I started to sign them with a variable speed Dremel engraver on one of the "pie shaped" sides. The signature wasn't on the potential top and it was no longer black.
Since then, the engraver is my choice for signing work, with the exception of utility bowls, for that I use a wood burner. I also like having the "variable speed" option since all woods are different. For denser end grain, I turn it up, and for softer woods I turn it down. I'm able to write pretty small with this dremel. For around $20, it's a good option.
Hope that helps.