For a long time I was very hesitant purchasing the Options set from Knit Picks, but after much debate and research I went ahead and bought almost the entire line of Options.
The unmarked needles were also a concern of mine 'cause I'm so scattered and I can barely keep track of where I put my keys, but it's been working out fine.
If you buy the set, you get a clear zip pouch that has slots for the needles. I cut out the cardboard with the size on it and stuck it in each of the slots with the needles so I could keep track. I also have a couple of the needle sizers laying around so I put one of them in that little pouch with my tips. If you don't buy the set, the case is $20.
I must say they really do live up to their reputation. All of my hesitations and concerns for them flew right out the window as soon as I started knitting with them. I think they're definitely worth the little bit of organization and pre-labeling.