I would recommend the same pen which can be used to sign right on the actual CD, a Sharpie. It comes in different colours as well as thicknesses.If you want a really big signature, use one of the largest ones. For CDs, I recommend the thinest, but most times you can use the standard Sharpie. Note, the standard Sharpie also comes in a Silver colour which can write on CDs with dark ink on the surface.
Note that the Sharpie is SAFE on CDs and doesn't eat through to the back side. Not ALL permanent ink markers are safe. You'll notice many performers sign with these. Plus you can get them just about anywhere. The Standard Black ones are even in the Dollar Stores. Most office supply stores have them. I've even seen them in the drug stores.