I'd like something on My eBay that indicates a repeat customer, too. Sometimes I recognise IDs or addresses when I go to package an item, but I have missed a couple and I do like to include something extra for repeat buyers. Another way to check is, if you keep all your payment notification emails, put their name in a search of your emails - any past payments will show up (I only accept PayPal and bank deposit, and emails aren't being sent anymore for bank deposit, so it will only work if you have a payment notification).

The only sure-fire way to guarantee you pick up on it is to create a database or spreadsheet of all your customers, which isn't very practical if you have a lot of transactions.