The sticky notes thing might work, however I am prone to attach a lot of those to the books that belong to me, too...you know, to mark pages and passages that seem important, or that I'll need to remember for my research....
I should make lists. Seriously, people never ask for their stuff back, and from time to time I find myself on a different continent entirely, picking up a book and wondering "when the hell did I buy this one?" Sigh.
Would it help to use sticky notes with another color? Say, purple if it's borrowed from somebody else? And then you know right away, if it's purple, it's not yours. Green, yellow, pink, orange, and blue for your research/other stuff.