Michael’s idea is one to keep in mind during the holiday shopping season:
My child loves stickers and stamps. Any time he sees a hand stamp or sticker he wants one. So what better way to teach your kid how to learn his address? We use our address stamp and stamp his hand, especially when going to a mall or big event with lots of little ones running around. If he would rather have a sticker, I have pre-printed (from my computer) address labels as a backup. If he ever gets lost he knows to find an employee or police officer and show them his stamp or sticker.
I like this idea, but I would add your cell phone number to the info on the sticker. If a kid gets lost at the mall, having only his address doesn’t do much good.