I wear "dogtags" engraved with my ICE info. Thought about a bracelet, but since I wear a wristwatch on my left arm and an HRM on the right, I didn't think an additional bracelet would be comfortable.
When I was an EMT I remember hearing that some bicyclists on club rides were encouraged to write their info on the inside of their helmets. My department didn't think that was a good idea, as if a cyclist was injured in a crash it was likely that the helmet would not be removed on-scene unless absolutely necessary to treat an obvious injure, and thus the info would not be found - even if noticed then - until he/she was in the ER. We felt that an ID bracelet or dogtags would be more likely to be discovered during an initial patient assessment right there on the scene.