How about something along the lines of a flare gun, or maybe a paintball marker (Thanks to Millennium Blackhawk for that) to mark asteroids with while mining? It could either leave just a visible mark on the roid, which fades over time, or perhaps shows up on radar as a different color.

This has been sugested many times befor. I think the general consensis is that if you want to mark a 'roid all you realy have to do is drop a cargo box next to it.

Allthough prety much everyone says a marker ray or painter gun would be a nice convieniance.

you can also drop a 'line' of cargo out from the roid. (hit j, type in '1', and hit jettsion a few times while taveling forward). this will last a few minutes and is very distinctive on radar