Yes, always. If I haven't worked it into conversation, at the end of the call I ask whether I can confirm their name so I can contact them again if necessary. I get them to spell their name for me if necessary, and ask them which call centre they are in. I usually make a guess so they can confirm or correct me. Of course, we both know there is no way to contact a specific agent again, but hopefully it makes them feel good about themselves and slightly more likely to do whatever they promised.