I always write my cell in their backpacks, jackets, lunch boxes etc. rather than their name and address/home phone for obvious reasons...
As for ideas about arming your little kids with your contact information when they are too young to remember it and will be out and about in big, public places (like field trips, travel...), here are some of the suggestions I heard:
- get dog tags made up with parents' names and cells, to be worn under shirt and shown only to another mom or person in uniform if lost
- put your business card in their pocket/sock etc.
- write on their belly
- get personalized temporary tattoos made up for special outings