Stikins from label planet are great. I've got to reorder actually as I've nearly run out of my older son's labels.
www.name-labels.com
I think they came very quickly
you peel and stick, and they do stay stuck.
You can also put on water bottles, shoes, pens. They go fine through the wash... They are really handy, ours are in the letter tray in the hall so I often quickly put a label on a new item such as a coat as we are walking out the door.
Also - top tip - if you child has a coat with an unzippable hood, remember to name tag that too, as we lost the hood of my son's winter coat last year and it never turned up in the lost property.
However, I saw someone else talk about a name stamp you can get made up - more expensive but would then last for years. You use it with an ink pad. Has anyone used on of those and do they work?