I personally just write on the cello with a sharpie. I don't have a solution for anything not in a cello, so I guess these bands could be good.
Get a micron pen. They're a couple bucks on Amazon. I can write directly on the factory cigar label.
I've used Bob's bands and Kenco's bands. They each have their plusses and minuses.
Sticky:
Bob's bands have the best adhesive; Kenco's is strong, but Bob's are slightly stickier. Either work freat for holding a cigar together after you attempt a glue repair, and both will work great for record keeping. I give a slight edge to Bob's here, but both work well.
Size/shape:
Depends what you're after. Bobs are slightly smaller, but Kenco's are a rectangle. Personally, I don't like the shape of Bob's, as I tend to use mine as a secondary band to mark the date and/or the source of the stick. Generally speaking, I cut the label in half lengthwise and so I get double use. Either way, I greatly prefer the rectangle shape of Kenco's to Bob's fancy cut.
Material:
Bob's bands have a glossy finish to them, whereas Kenco's have a matte finish. Both are easy enough to write on. Bob's bands to not do as well with ink that takes more than a second to dry, and I often end up with smears, whereas the matte finish of Kenco's is usable much more quickly after writing on. Ordinarily, I'll take matte over glossy any day of the week, but Kenco's have a lined pattern running lengthwise, making them slightly less appealing to me. The texture looks nice, but I'd prefer a simple matte finish for writing on. Almost a draw here, but Kenco's get a slight edge for being dry more quickly. However, Bob's labels are a bit thinner, and a bit more pliable.
If I could get labels with Bob's thinness and pliability in a rectangle shape with Kenco's matte finish and multiple-length adhesive cuts, I'd be a happy camper. Alas...
Price:
Kenco's are about 3.2 cents per band, and available in packs of 500. Bob's range from 3.75 to 5 cents each, so Kenco's are cheaper, and much cheaper in the lower quantity that the average consumer will likely want.