Here's a good article about the subject in Outside Online:
http://outside.away.com/outside/gear/gearguy/200206/20020609.html
and here's another:
http://www.tradgirl.com/climbing_faq/safety_3.htm#markers
Essentially any of these pens reduce the strength of the rope by about 50% if loaded right on the marked spot... And this is due to acidic properties of the paint... I guess nail polish may contain the same stuff.
Oh, and urine reduces it by about 30% Dru.