Hey John,
I own an engraving company here in San Diego. My laser is a large format Co2 machine. I will tell you that, if the receiver is stainless, we can put a very nice black mark on the surface for a reasonable price. It is high resolution and the contrast from the stainless to the black is very attractive. When I get into my office in the morning, I will send you a few pics. There is no depth to the engraving, as the Co2 cannot "engrave", but rather "anneal". But it is a permanent mark.
On anodized surfaces, the laser engraver will leave a white (or very close to white) mark, regardless of the plating color. This is fun for the ladies' pink and purple anodized pistols. I do A LOT of AR components for the 80% crowd (fire/safe markings, serialization).
Now, if you must have depth from actual engraving, you can find someone with a "fiber-galvo" laser or YAG laser. This is a different type of laser, usually limited in work envelope to about 4" square. But they are capable of actually engraving into the metal. This is perfect for parts that have a stainless, black oxide or blued surface. In this case, you will likely (not always) need to disassemble the gun so they can fit the part under the lens. This is a very affordable way to engrave components.
I hope this is helpful. If you want me to work on anything for you, send me a message and we can chat more about it.