Copyright is not a choice. It is a government dictate, AUTOMATICALLY in effect at the very moment something copyrightable comes into existence.
What you do is REGISTER your CLAIM to this right, ...to create a written RECORD of your right to make the claim on a particular work. You do this through the copyright office of whatever government you are under. In the USA, that would be the US Copyright Office.
But, really, why bother? Could you afford to mount a lawsuit, if somebody encroached on your right? Could you bear such a great expense of lawyers, and court costs, and lost work time, and distraction from income-producing activities for months or even years on end? And ... the worry, and the frustration of the process, and the looming possibility that you might loose after all that?
If you are already making big bucks from your works, then maybe it could be of use, because you would not want others trying to stick their hands in that big piece of pie. If no, then .... well, ... you get my drift, ... and, as always, this is MY opinion and certainly NOT the favored one here.
