Dedicated engraving equipment produces the best results typically. I've engraved some pretty nice stuff with a CNC milling machine and a fine point engraving tool bit as well, it just takes more finish work because of the burr it pulls up. The best results I got was to engrave prior to heat treat (if applicable), then when finish grinding on the surface grinder all the burr was cleaned up leaving nice sharp lines. There are many fonts available for the different CAD/CAM programs out there.
There's also electrochemical etching, which is actual etching, a solution is used along with an electric device that as far as I understand excites the oxidation of the metal where it is applied, these setups use stencils and don't really create any depth, but it's inexpensive and capable of reasonable resolution on white metals. I don't know how/if they work through bluing/coatings.
The last way I can think of and maybe capable of the best results for the more wild fonts or wide character lines, would be to use a sinker EDM with an electrode made specifically for your logo.