Checking in with callsign and range; latter serves as a good cross check from the tower that you have got the ILS DME (if provided) selected and not someother navaid. I've always quoted range since once I called 8 miles, tower replied negative 4 miles - yours T still had VOR 4 miles t'other side of airport selected - was a visiual approach but I learnt about checking in with tower from that - and pressure setting check doesn't go amiss, either.