We will be:
Using a Dremel tool to etch our name into one of the underside bars
Using brightly colored grip tape (we have lots for tennis rackets) on the handlebar
Most likely we'll use a brightly colored bike lock to 'lock' the front wheel in place to the frame of the stroller (can still be moved, as required for CM's, but only by tilting it back onto the rear wheels - we figure no one would mistakenly, or inconspicuously, do that!)
HTH!