If you purchase a hard-wired Dvorak keyboard, it probably has keys labeled in the Dvorak pattern, or some provision so you can rearrange the keys by yourself. But if you use software to change your existing keyboard's layout, the labels on the keycaps won't help much. There are a number of ways to fix this.
Some companies sell inexpensive keycap stickers that you can use to relabel the keys on any keyboard. Three sources I know of are Fentek Industries, Keytime, and Hooleon Corporation.
If you're really strapped for cash (or stingy, or stubborn), download dvorcaps.pdf (4K) and use Adobe's free Acrobat Reader to print it on a page of Avery 1X4-inch inkjet mailing labels (or equivalent). Cover with a layer of clear packing tape, cut 'em all out, then peel and stick 'em on. (Peeling the backing off each key label is maddening. Use an X-Acto knife and tweezers. Make sure you have clean eyeglasses and plenty of light. Practice first by splitting a few hairs lengthwise. Did I mention Fentek, Keytime, and Hooleon?)
Caution: My homebrew labels were pretty easy to remove after only two months, but after six they leave a gooey residue. A different brand of label might stick harder, or sooner. Michael Skora suggests using a bit of tape to pull off adhesive goo, or using Pledge furniture polish as a relatively "safe" goo solvent. I like WD-40 lubricant, but use any solvent sparingly (i.e., a few drops on a cotton swab), and with care. Some plastics are easily damaged, so test a hidden patch first, and go slow in case the solvent starts to take off the original label. Keep in mind that if excess solvent gets into the keyswitches it will gum things up and generally void your warranty.
For a small price you can get a keycap puller from Hooleon and just move the keys around. This can work OK for laptop or compact keyboards that have flat keytops, but most desktop keyboards have keycaps angled a little differently on different rows, so if you move the caps around their tops get all akimbo. Also, it might be possible to damage a keyboard doing this. (If a keyswitch comes apart, for gosh sakes don't lose the little spring!) You might want to check with the keyboard's manufacturer before trying.
(Some folks shuffle keycaps on desktop keyboards and seem happy with the arrangement, bumpy keys and all. It takes all types.)
Another option is getting an ordinary keyboard with Dvorak keycaps. This keyboard isn't hard-wired; you use it with Windows' software keyboard setting (and/or a DOS Dvorak program if you use DOS). Fentek Industries and Hooleon have these software-switched keyboards.
A few keyboard types have two-layer keys. You can pop off the outer keycaps and move them around without much trouble. Certain IBM keyboards and (I'm told) the Keytronic "Custom" model are built this way, and perhaps others. But, by itself, being able to move the keycaps around might not be worth the cost of a new keyboard.
Back to Introducing the Dvorak Keyboard.