What do you want to copyright?
My understanding is that the law protects you as the creator, regardless of whether you have a copyright notice or have registered it. However, proving it in court could be difficult if someone steals your work and claims to have created it, or claims that you stole it. So you would have to weigh the costs of the formal procedure with the chances that your work might be stolen and you end up in court.
I remember a case a few years ago when someone sued the Rolling Stones on the charge that they stole a song. The Stones provided documentation in the form of archival tapes showing how the song had evolved from an idea to a full-fledged work.
