If you really don't want to put stickers on your luggage, or if you use a duffle, securely tying a piece of brightly colored ribbon to a handle can also work very well. It makes it SO much easier to spot my bag on the carousel, if nothing else.

Just make sure to knot it up good. Also, if you use a duffle, remove any removable straps and tuck them inside the bag before dropping it off. It helps protect your bag from being caught in the machinary and makes life easier for the baggage handlers.