I usually wait until I make the final payment for a cruise, then complete the on-line check in/documentation work. At that time, I look for instructions on ordering luggage tags and most of the time (if I forget which cruise line does what), I'll call them. Celebrity usually allows you to order them at least one month in advance (we have a Thanksgiving cruise on the Eclipse) and I was able to request them last month. (edited portion: you can either call the cruise line for them or order them online. end of edit) They came via mail two weeks ago, so I'm all set.
I have lots of cruises under my belt and my checklist is down pat, from what to pack, to ordering flowers/gifts, specialty restaurant reservations, luggage tags, etc.
You do have the option of printing out sample tags (but laminate them as they are only paper and the way the luggage is handled guarantees they will not remain on the bags by the time it gets to your cabin) or pick some up down at the ship terminal.
Hope that will be the least of your problems. Happy cruising!