Here's a link to an article I have on my website:
http://www.caffreyknives.net/marking_art.html
Traditionally, those who forge stamp, and those who stock remove etch. Stamps vary in quality, and the way each individual uses it dictates its lifespan. A quality stamp with my name in block letters (CAFFREY) generally runs $110+, but when you start adding up the cost of stencils, etchant, etcher, etc. its atually less expensive to stamp. I use both stamps and etch....stamps go on any blade(s) where its practical. On blades that are too thin or delicate to stamp, then I etch. (often time if you try to stamp a thin/small blade, it will warp the blade badly, and you will end up with a ton of work trying to straighten it)
Personally, I "hot" stamp just prior to quenching....I do three thermal cycles, and on the third one is when I stamp...the next heat is for the quench.
In the article I posted the link to..... I show a marking press made with a hydrualic jack.....most who use that method do it cold (blade annealed). For me, stamping hot gives the most longevity to the stamp... generally around 8-10 years. With cold stamping I have wrecked a couple of the cheaper stamps within a dozen marks.
I've tried a number of different companies over the years, the best overall quality/longevity has been with Henry Evers Corp out of Rhode Island.