I didn't see this one before...

My opinion comes from Jeff Minter's signing of a bunch of copies of Tempest 2000 and one of 3000 that we gave away at Jagfest 2K1. Oh, and my personal copy, which he also signed

For cartridge games, have them sign the box and the cartridge somewhere. Preferably, sign not the label but somewhere else cool. Minter signed the backs of the Jaguar games.

For disc-based games, have them sign the box and manual. Minter did Tempest 3000 this way.

No matter what it is, bring a special pen for it. For the GOAT Store Publishing signed copies that we sell, we have paint-pens that are silver and gold that we use for darker areas of the manuals. On lighter manuals, they get a black marker. Since with those games, the box is also the manual, we just have them sign the the game's manual itself.

I don't suggest signing the disc just because it has the potential to seep into the game and ruin it, especially if you're using a non-standard pen. If you don't care and want to frame it or something, that's another option then