I used to use a sharpie fine point, but be sure to shoot createx clear over it. Some clear coats will make these run.
My favorite method is creating a decal of my signature. I snap a picture of my signature, upload it into microsoft word, crop the image some, and shrink it down to the size I need. After I make the size I need, copy and paste it about 400 times to fill up a sheet, then print it out on clear label paper.
Note, I still shoot clear over the label, but it's tough to fit McAlexander on a 1.5" lure with a sharpie :-)