No easy way, just numbers which are for setup and switching. But that's a nice feature request for future implementation of spaces. If you contact Apple about that also add this to the list: wouldn't it be nice to set a space to be the default space switched to automatically at startup/login.
Now you could get fancy and write an AppleScript that ties into either the keyboard shortcuts for switching between spaces, the spaces app running in the launch pad, etc., to displays text at a spot you want based on the space number. I'll leave the fancy scripting and hook point up to you. Get the idea?
Even with the limitations, spaces are incredible when used properly. Keeps things so organized.
-jim