I remember we used to have this "engraving pen" thing when I was a kid. It was for theft purposes. It had a sharp metal point and it vibrated... so you could "engrave" (more like scratch) some identifier on your devices "VCR" etc. I think the recommended your SSN at the time... but this was a while ago.
I think the recomendation these days is to record all your S/Ns in some household inventory file (backedup offsite of course).
Heres one:
http://www.amazon.com/dp/B000VM3PV8?...0&linkCode=asn
BOb