Just tried the wood stain markers on a wallet last week. Worked fine and seems to penetrate well, but the leather soaks up a lot of stain and the tip dries out quickly. In the end, I'm not sure anything is gained over just using leather dye.
That said, I have used India ink on the edges of projects that I've vinegarooned black. I use the brush tipped markers from the art store. Gives a pure black, goes on easy and holds up well.