SPOILER WARNING. If you have not read Harry Potter and the Half-Blood Prince but plan to eventually do so, leave this node now.
The previous writeups here have mentioned how J.K. Rowling said that readers should be able to identify at least one horcrux. Here's my two cents.
One of Dumbledore's hyopothesized horcruxes was Slytherin's locket. Among the the various junk found by Harry, Sirius, et. al. in book 5 when cleaning out 12 Grimmauld Place's drawing room was a "heavy locket that none of them could open" (p 116 in my Scholastic edition).
This locket could've been the Horcrux. The Blacks were closly connected to Voldemort, though if they had been told to safeguard the object, it probably wouldn't have been sitting in a drawing room cabinet
If the real locket was the Horcrux in the cave where Harry and Dumbledore found the fake one, with its note from R.A.B., and the real locket Horcrux wound up in the Black's home, then someone, presumably R.A.B., put it there. I think R.A.B. is Regulus Black, Sirius's brother. No idea what the middle name is, though.
Seems like a bit of a stretch, but Regulus is a name with pretty noble connotations, and R.A.B. seems to be a good guy. Rowling's names tend to reflect personality (Voldemort= "flight from death" in French, Lucius comes from Lucifer, etc.), so maybe Regulus isn't the hardcore death eater he's cracked up to be.
At least it's better supported than most horcrux proposals