My wedding band doesn't but my engagement ring has something way cool! On the band of my ring there is a little gold heart with a small (read TINY) diamond in it. The diamond has the engraving "Love You Forever" in it. Whenever I take it to the jewelers to clean it or whatever I always look in the microscope to read it :) I love it, and it's like our little secret because it isn't something people can see unless I take the ring off to show them.
It's like this: http://images.google.com/imgres?imgurl=http://www.markschneiderdesign.com/company-info/images/stories/img-secretheart.jpg&imgrefurl=http://www.markschneiderdesign.com/company-info/secret-heart.html&usg=__laU4tzzCMy7t09f3MMlJrC18XQ0=&h=439&w=469&sz=26&hl=en&start=0&sig2=V8Vxx1LD68p3coETvfDk9A&zoom=1&tbnid=6N3Pa_aTfImsrM:&tbnh=140&tbnw=144&ei=tztYTbeWE4Kltwfdg-WuDQ&prev=/images%3Fq%3Dmark%2Bschneider%2Blove%2Byou%2Bforever%26hl%3Den%26biw%3D1366%26bih%3D586%26gbv%3D2
at 3:15 PM on Feb. 13, 2011