Your pictures are automatically copyrighted.
You can register your copyright with the government by following the steps listed here:
http://www.copyright.gov/register/visual.html
Registration gives you a few benefits that you don't have from an unregistered copyright, most notably, with a registered copyright you will be entitled to attorney fees if you successfully sue someone.
There are several cheap ways to provide additional evidence of your copyright, if you want. Back when I was writing screenplays, the cheap way to give tangible evidence of the copyright was to mail the screenplay to myself in a sealed envelope. The postmark then established the date of creation.
What you should do with photographs would depend, I think, on how you took the pictures, how long you want the evidence to last, and who you think the potential infringers are.
Duffy