Is your customer looking for their name as text, or a logo? If a logo, is it line-art (that is, will it look good in black and white)? How large and detailed is it? How many pens will you be branding at a time?
These questions may lead you to decide whether or not laser-engraving is a good choice. Text and small line-art logos engrave well on pens. Intricate designs and multi-color images generally do not. If you are having pens engraved (with the same artwork) in larger batches, then you should get a price break.
Since you are considering a branding iron, laser engraving is probably a viable option. Otherwise, decals (as already mentioned) are worth considering. Some commercial printers can also print in color directly on a curved surface.
I'd suggest that you first look for a local engraver and see if you can develop an ongoing business relationship. If that doesn't work out, there are several pen engravers here on the IAP (myself included) that do mail-order work. Ken Allen, Stan Cook, and Constant Laubscher all have excellent reputations.
If you're ever in the Raleigh/Durham area and want to see how the process works, send me a PM and I'd be happy to show you.
Regards,
Eric