The problem with going to the mall engravers is in a couple of areas.
1) Skill levels vary, and you don't know what kind of bits they're going to use, so you might risk damage or a lousy quality job on the slide. Engraving stainless or carbon steel isn't like engraving glass or a brass plaque.
2) If you're in one of the 'soccer mom mall heaven' states like NJ, the local police will be on you like white on rice... be careful you make arrangements ahead of time, before whipping that bad boy out!