I just bought this little cheap number at Harbor Freight (its dollar days there this weekend!) and its a miniature version of exactly what I like in a signing device. And it was only $5 - so hey - I'll love it while it lasts.
There are many ways to sign a piece of glass - I like to use a dremel tool equipped with a diamond tip bit.
Sometimes I forget to sign my work while at the studio, so now I have this handy little tool for signing things at home. Its so polite, its much quieter than my plug in number that I usually use at home - I am in love with this cheap tool. *sigh*