The War Games Table blog has some very creative ideas for tactical markers for Chain of Command. They are, for the most part, scenery bits that look very much a part of the table.
Similar markers could be used for other games, obviously. The appeal of these is that they convey information, while still making the table look good.
The Wargaming Site has a nice method of making custom markers for your games — shaken, distupted, wounded, etc.
Take the High Ground has a photo tutorial on making some impressive looking smoke markers.
Here’s a tutorial on making explosion markers.
Here’s a bit of free software that helps you create magic style cards. I use the software to create unit cards for my miniatures games. They’re much better, both practically, and visually, than having unit sheets lying all over the table.