You can put any message you want on your macbooks login/lock screen. Mine contains contact information just in case I loose it. Might actually pay off to put a sticker on it as well.

Two sided sword. If the person that took the laptop is actually a thief he/she conveniently knows you're currently not at home upon boot. Since this theft requires at least some criminal energy (I guess there's an outside shot of just being a grab and run) I wouldn't put it past the thief to immediately loot your home or have an accomplice do so.

Use a work address, email address, and a cell phone number. Agreed that home address is a bad idea, just like on luggage tags.

That would require the finder/thief to be in a position to exploit that knowledge, something that is fairly unlikely for the general case. There are easier ways to figure out if I'm home (ring the door).

If you're concerned about that, just have a dedicated email address on the screen.

I usually put a friend's email/phone on my phone's lock screen. That way they actually can contact someone (since I just lost the means to do so). I hope a potential robber wouldn't take this as info of a good target, though.

The ability to add a lock screen message is under 'security & privacy' on System Preferences. I feel like that's not the right place to put it, but I don't know what would be.

Doesn't do much good when someone making $13/hour[1] hands your stuff off to someone else without a second glance.

[1] http://work.chron.com/tsa-officers-make-16008.html

I doesn't solve the problem flat out, but it does make it much easier for an honest person to figure out what to do next. Not everybody is comfortable opening up a strangers computer to poke around for contact info, especially if they're also worried that they might be in trouble for having the computer in the first place.

Even more so if it's handed in to lost and found. Those guys are definitely not going to do forensics. Come to think if it, there's a good chance that the laptop is in the lost and found of whatever airport that woman was flying to, logged in as "PC (Other)".