I always put my return address on the package and for good measure drop my business card (most will use their own return address) INSIDE the package.
This is not a new idea to insure there is a way to find out who this is to be returned to if the package marking is damaged.
As to the tracking number, I've never heard of that being given out by the maker unless they shipped it to me. If I'm shipping I have to pay a little to get tracking.
All this sounds like you don't ship things often.
So I bought a new S2 back in November, cool thing to have on your wrist, it was quick and nice and you know, cool.. However in January-Feb it broke, it wouldn't charge at all. To make the story short - I sent it over to the Post Office to Samsung for repair. Samsung provided me with a box to put the item in and just send it as it is, basically I should not put any address what-so-ever on it. At the Post Office I was not given a tracking number as it was a free post shipping so they won't put it on the system. I sent the item about a month and a week ago and since then it's no where to be found. No one has it, I've been calling everyone and in the end Samsung would not take any responsibility about this at all. The Post Office people said Samsung should've been the ones providing me with the tracking number as it would be a free post so they can't give me one, but Samsung deny that they should've given me one and the story just goes on and on.
Seriously guys, It's so annoying how no one really wants to take any responsibility for this, I mean if they ask me to send the device to them, they could at least make sure it will actually get there, I don't mind paying £10-15 for shipping as long as it gets there, because as it stands now I am -£250... and about 2 hours of my life just went emailing and talking to Royal Mail, Post Office or Samsung...