Image Copyright
The ASMP has a nice tutorial on how to tackle the copyright process for you photographs:
You already own it. In most cases, unless you specifically signed away your rights, you — the photographer — own the copyright and the right to license and re-license the image in any way you choose. This is true even if you have not registered your copyright or put your copyright notice on the image. Where registration makes a real difference is when something has gone wrong and your rights are being infringed.
The PPA also has a Copyright Kit that you can order (members only), which explains the process and provides the necessary steps.
Check them out and decide for yourself if and when you should copyright your images. Keep in mind that you may only be able to stop the unauthorized use of unregistered images, usually with no compensation. If your images are registered with the copyright office you may be entitled to possible compensation for their usage. Also keep in mind the U.S. Copyright Laws are just that, and may not protect your images for out of country use.