hmm... sharpies have always made a nice strong mark for me. Are you working with a black fabric? If so, I used a white fabric pencil - it didn't work great, but at least left a visible line.
BTW - when I made my quilt, I didn't mark much other than the main outline, and then drew lines marking the place where the baffles were sewed to the shell/liner. I sewed all the baffles onto the shell (I figured I'd get the lines nice and straight at this stage, and I'd rather have the crooked lines on the liner out of sight). Then I sewed the foot of the quilt shut. I then scotch-taped the lowest baffle to the liner material in the exact position that I wanted to sew it. I then sewed it on. Thus, I wasn't really worried about my marks when sewing.
One tip - don't sew through the scotch tape! I tried to get as little of the baffle material as possible secured by the tape - this gave me maximum baffle height with little wasted material. Sewing through the tape caused the tape to shred when removed, which made picking the little pieces of adhesive out difficult. I didn't want anything sticky coming into contact with my expensive down...
Hope this helps! Good luck with your project.