Even if you secure your Mac with a security cable or other lock, it could be stolen. In the case of a portable Mac, you could also simply lose it — as surprising as it may sound, thousands of people every year leave their computers in restaurants, airports, and other public places, forget them in rental car trunks, or otherwise misplace them. Whether your computer is deliberately stolen or not, it can inadvertently fall into someone else's hands, and if it does, your chances of getting it back are considerably better if your computer is physically marked in some way to show that it's yours.
Years ago, I frequently heard advice that a good way to identify objects you own was to engrave your name and social security number into them. Although your social security number does uniquely identify you, it can also be used to facilitate identity theft, so that's not a good option — and your name could help a thief more than it helps you. As for engraving, its benefit (permanence) can also be a detriment if you ever decide to sell or give away your computer, although it may be appropriate for other types of objects.
Marking valuable objects is still a good idea, but today, better options exist for doing so.
Several companies sell labels that you can affix to your computer (or other valuables) featuring a tracking code and contact information. The idea is that if you were to lose the item, the person who finds it would notice the label, ...