I've used Inkjet Decal paper and that seems to work ok but it isn't as good
as screen printing. The instructions suggest wetting the surface with a
dilute solution of PVA glue to help them stick, then spray with acrylic
varnish to protect.
I used Decal paper to add lettering to some electronic equipment. You can
just make out the lettering on some of these photos...
http://users.pandora.be/colin.watters/new_timer/new_timer_photos.htm
I've not tried this but... Some printers with a straight paper path will
print directly onto CD's with a special surface coating. If you put metal in
the CD tray the ink will probably come off on the rollers - however
sometimes it's possible to lift some or all of the rollers so they don't
pickup the wet ink. The ink will take a very long time to dry and may need
to be coated to prevent damage.