Just a couple things to consider. Etching allows you to put more information in your mark than stamping does. Generally you would include your name and possibly location; many makers incorporate this information into a logo design. This allows later collectors to have a better chance of finding you to order more of your great work!
Stamping is, in my mind, more traditional. Many makers use a first initial and last name (depending on the name of course!
). Others, like me, just use a maker's mark, basically a logo, that carries essentially no information about the maker. There are many threads started by folks trying to identify the maker of a knife marked in this way. I would imagine that would be very frustrating for a collector, and reasonably would contribute to lower values for a knife since it's provenance is uncertain - unless of course the maker is so famous his mark is well known. Which is quite rare, particularly a few decades down the line.
You can make a quite deep and satisfying mark by etching, and include a lot of fine detail. Another benefit is the ease with which a maker can change an etched mark. Some makers use different marks for different "lines" of their knives, such as mid-tech work vs full handmade.
As a service to collectors, this seems like the best alternative for signing our work. Yet I'm not changing my stamped mark; it's more personal to me than anything more informative could be, and the stuff I make is really done more for me than for anyone else. I'm never going to be famous - or even well known in local circles!
- so my mark is destined to be an enigma. That's not for everyone, and is really quite selfish on a market scale, in my opinion. I wrestle with this idea often. Perhaps one day I will find a way to incorporate my mark in a stencil with more identifying information. Or not.
Good luck in your knife making endeavors!