A US copyright should have name of copyright holder, "c" mark or the word copyright, and the date. Not wanting to get into the copyright hassle here...
http://www.copyright.gov/ but most places people put a copyright can be cropped out of the photo, so cathodex's solution of encoding your name into the file is probably better than mucking up the photo.
You do realize, that the copyright doesn't legally mean boo if it is not registered in DC? And even if it is, for any claim for less than $999 in damages, all it is legal to recover is a cease and desist order? I would look into the copyleft (creative commons) protection in which you limit the rights to your image, instead... For example: OK to copy for personal or non-commercial purposes, with attribution, etc.
http://creativecommons.org/ If people want something badly enough, they're gonna take it. If you don't want photos lifted, keep them off the Internet. If you tell people they can use the images, but only with attribution to your name, or your website, 97% of them will do so.