Oil based paint pens work, but I find them to be a bit of a bother to use in terms of getting the paint flowing well, and pencil just doesn't write dark enough to be easy to read on many surfaces.
I really did mean Sharpie marker -- but look for INDUSTRIAL Sharpie, not regular black "permanent" sharpie. I have some milk jugs that were labeled 2 or 3 years ago and are still perfectly readable. Rubbing alcohol cleans most Sharpie marks off most surfaces.