I do not brand my boxes. Hive location is important for many things, including hive health, hive security, etc. Location is a better deterrant than any brand, and except for one unique story from Reggie Wilbanks, I think brands do little to return boxes to owners. Yes, there are some problems every year in California with commercial beekeepers stealing each other's hives, but beyond that, most hobbyists will never have a problem.
I once marked with a stamp on my frames. I do not do it anymore. I was told by others that as long as my frames were in someone else's hives with my mark or brand, that I would be held accountable or could be blamed for every disease down the road in that beekeeper's mind. The more I thought about it being a nuc producer, the more I thought that is made sense.