I haven't had any hang tags for awhile for my pieces and have recently started making my own.
Blank commercially produced shipping tags would be the best way to go, however the closest Staples is several towns away from me, so I copied some templates off the internet, sandwiched several pieces of paper together, cut out and glued, stained, painted, added some embellishments, the pic of the piece, sealed and voila...individual hang tags for each piece.
The back of the tag has any pertinent information (i.e. name of the piece, date and my name). These are a lot of fun to make and I love that each one applies to only one unique piece.