A reader asks: "Can I say my blog is copyrighted?"
The short answer is "yes."
Any "original work of authorship" is subject to copyright protection the moment that it is "fixed in any tangible medium of expression." For example, a love letter is instantaneously subject to copyright protection as it flows out beneath your fountain pen. Similarly, blogs readily qualify as copyrightable literary works (as long as they contain some of your own expression and not merely expression copied from others). On the other hand, a song that you spontaneously sing is not protected by statutory copyright until it is "fixed," e.g., until you write it down or record it. (Examples of the many varieties of "works of authorship" are listed in Section 102 of the Copyright Act.)
You can therefore accurately say that your blog entries are "copyrighted" as soon as you write them. (Storage on a server or hard drive qualifies as a form of "fixation.") It is also entirely appropriate to display a standard copyright notice on your blog (the "c" in a circle, followed by the year of creation and your name), which puts the world on notice that you claim copyright ownership in your work.
Often when people speak informally about "copyrighting" their work, they are actually talking about registering the copyright in their work. These days you can register most types of copyrightable works online through this page on the Copyright Office website. There is a $35 fee and you will need to submit a digital copy of the work you are registering. Registering a blog is a bit tricky because it is a work that is continuously added to and updated. See the Copyright Office's guidelines for registering online works here.
Again, keep in mind that copyright registration is not a prerequisite for copyright protection. Even if you have not registered your work before someone infringes it, you can still potentially recover actual damages from the infringer or the infringer's profits attributable to the infringement.
There are, however, two important benefits to be gained by registering your work early on. First, if and only if you have registered your work before the onset of an infringement, you can recover your reasonable attorneys' fees in addition to damages, if you ultimately win a judgment against an infringer. Second, generally, if and only if you have registered your work before the onset of an infringement, you have the option of electing to pursue an award of "statutory damages" instead of actual damages or profits attributable to the infringement.
Statutory damages are a potent legal penalty that can range from as little as $200 (in a case of "innocent infringement") up to $30,000 per work infringed. If an infringement is found to have been "willful," the damages can soar even higher -- up to $150,000 per work infringed. Statutory damages are particularly important in a case where the work infringed does not have significant commercial value or where the value of the work is difficult to calculate. For example, suppose you have written a superb poem; odds are you could only hope to earn a few hundred dollars from, say, selling it to The New Yorker. If you could only expect to recover your lost revenues or the infringer's profits from your poem, you would have little or no incentive to file a lawsuit to vindicate your rights. However, armed with a registration obtained before the onset of the infringement, you do have an incentive to pursue an infringer: you could achieve a substantial award of statutory damages, and the infringer could also end up paying your attorneys' fees.
Understandably, few, if any, writers routinely register the copyrights in all of the works they write. First, even at $35 per application, systematic registration would quickly become prohibitively expensive if you are at all prolific. Second, book publishers typically will register the copyrights on behalf of their authors. Third, even if you haven't registered your copyright before the onset of an infringement, you are not without copyright protection: remember, you can still recover your actual damages and/or the infringer's profits attributable to the infringement.
Sometimes, though, a writer may conclude that it is prudent to register a work herself when, for example, she believes the work is especially valuable or especially likely to be ripped off. A circular providing a good basic summary of copyright law and copyright registration is available online for free from the Copyright Office.
[Update: With respect to infringements occurring before registration, as an astute reader pointed out in a comment below, section 412(2) of the Copyright Act provides that no award of statutory damages will be made for "any infringement of copyright commenced after first publication of the work and before the effective date of its registration, unless such registration is made within three months after the first publication of the work." In other words, if you file your copyright registration application within the three-month grace period after the first publication of your work, you will have the right to recover statutory damages and attorneys' fees even if the infringement occurred earlier than your filing date.]