Are you planning on building lots of panels, or is this an isolated build and you might not build another for a long time? How large is the panel?
If you are going to build lots of them then invest in a Brady TLS2200. I use the TLS2200 and it is a sweet labeler. They aren't cheap but well worth it if you are doing lots of panels or large panels. Brady has some other less expensive products that might be worth the cost if building a couple of panels. Check the website. Panduit also makes a hand held labeler. If you are establishing a panel building shop then I suggest both a desktop wire label printer and computer software and a hand-held printer.
http://www.bradyid.com/ http://www.panduit.comIf its a one panel build for yourself and its not a large panel then I suggest you buy a roll of heat shrink wire markers and neatly hand letter them with a fine point permanent marker. Its not worth the expense for a single panel unless you have deep pockets. Or talk to a panel builder who has a label printer and see if he will print them for you for a fee.
I've got one system here where the control builder printed the numbers on plain paper, cut them into strips and stuffed the strips and wire into short pieces of clear heat shrink tubing. It was probably labor intensive, but the panel is 20+ years old and all the labels are still there and legible.