I see a lot of people posting about Magic Erasers, but if you've never used one before, do so with caution: They're abrasive and they absolutely will remove material beyond just the marker itself; yes, even the finish on a steelbook. Using them agressively on a CD or a cartridge will "bald" the surface, which usually looks better than the marker that was there to begin with, but still doesn't look perfect. In my experience, these work best on already-glossy surfaces.
Goo Gone works quite well, but not on all surfaces, and not with all markers; some NES cartridges come out perfectly clean, while I have a few others that have a faint outline that just won't go away. Also, be sure to clean the Goo Gone up with a little 409 (or similar cleaner), and then if you're the OCD type, wipe that off with just a little water.