I have never seen anything in the park, but have not really looked.
We had some business cards printed. They give my DD name and both mine and my DH mobile numbers. We pop one into her pocket (usually one with a zip if she has one) and she knows if she gets lost to show it.
There are loads of sites that offer free business card, normally 250, with you only paying for P&P ( Just try searching: free "business cards"). I think we paid about £5.00. Also I know that there are some machines, I've usually seen the in stations, that will print business cards fairly cheaply as well.
The cards are also very useful when DD goes to a friend for tea or when she goes to a birthday party as she just gives a card to the mum.
If you haven't got time for this we used to make our labels and just put them in her pocket. We did this because we found that she got fed-up of having the bracelets on, especially if she needed to wear them on more than one day and the stickers always seemed to come off.