To prevent mistaken-identity type incidents, I got a bunch of hologram-sparkle curling ribbon and tied it low on one of the handles, where it would hit your hand if you went to push it. The feeling would be noticable if you grabbed the wrong stroller. Your would need a knife or scissors to remove it. Also, it sparkles brightly in the sun and makes the stroller easy to find in a big "stroller lot". Do NOT depend on an airline gate-check tag for ID; they are on half of the strollers in the park, and can be removed with a snap of the wrist.
For more permanent marking, I took a few little return-address labels and neatly added a phone number, stuck them to the underside of the frame in obscure spots, and used some waterproof polyurethane paint to coat them and make them nearly impossible to remove.
One other note: be sure that EVERY adult in your party knows how to identify your stroller or strollers, not just Mom. I've overheard several incidents where Dad or Grandpa went to get the stroller and could not figure out which one was the right one. This is especially difficult with Gracos; they are very popular, and any given stroller parking area will usually have 10-15 identical ones sitting there.
PS: Yes, things *are* commonly taken out of strollers. Don't leave ANYTHING in them that you don't want to loose. If you shop, have your purchases held for you at the park gates, so that you are not tempted to leave them in the stroller. (People steal new purchases in order to return them for cash. Piece of cake if the receipt is in the bag, as it often is.) What often happens is that a thief will wheel the stroller from one parking area to another, then take the items out and walk away, as if they were going onto a ride. A cm will not think there is anything odd in that.