Bridle tags/dog tags (plastic or metal), stickers (the durable waterproof kind and the kind that stick to fabric) duct tape, nail polish and sharpies are your friends. Sharpies are great because they are quick and easy, but they wear off. Pay particular attention to labelling items that are often very similar between horse owners: brushes, fly spray bottles, shampoo bottles, etc. For tack, pay particular attention to labelling accessories such as horse boots, draw reins, martingales, and crops. Keep labelling supplies on hand at the barn so that stuff actually gets labelled if you buy something new or a label wears off.
Definitely don’t skimp on labelling, but also pay attention to how you store your items. As much as possible, store items inside a trunk, preferably locking. Keeping stuff stored out of sight is very helpful. Be sure to collect and put away all of your items when you are done with them. People leaving their items out is the major way that items get misplaced or swapped with someone else’s or damaged–not theft or vandalism. The vast majority of boarding clients and barn staff are very honest, but the vast majority also can’t tell the difference between two similar brushes or two similar martingales.
If you don’t feel that the barn is a secure environment, be careful about leaving unlocked valuables such as saddles and bridles. Remember, a barn is not responsible for theft or damage to items you store there, so make sure that your homeowners or renter’s policy covers your high dollar items.
