Part 2: Android
If you have Jelly Bean or better this option is baked in for you. I'm grateful to my Twitter friend Terence Eden for patiently pointing this out to me despite my remonstrations that I didn't think it was there...
Go into Settings - Security, and under there you will find Owner Info.
Go into that, put whatever you want in:
...and that information will appear on the lock screen.
OK, so that's easy, and well worth doing.
Part 1: Setting up an iPhone
Part 3: Finding your phone