Any artist - good, bad, pro, or complete amateur wants credit for their work. In the one photography class that I took the instructor drilled it into us that we should never have a piece of art floating in the world without our mark on it. She was old-school and while she used digital cameras and images she never shared her worked digitally, when I saw her photos I saw them printed and matted. On each and EVERY photograph she signed her initials and the year in the lower right corner. Hand-signed with a marker. I have started hand-signing my more artistic prints that I have framed or given away, but most of my photography "skills" are shared via world wide web. So I'm learning to watermark. If you use Lightroom 3 you are in luck because they have made watermarking EASY!
Right click an edited image, scroll down to Export, then tab over and click Export again.
Scroll down to the Watermarking portion, Check the box and use the drop down to click Edit Watermarks and you will be brought to a page that allows you to type up a watermark or use an image to create a watermark.

This watermark was created by using the fonts that Lightroom had available for me. It was simple and quick to make. Not the most creative, but gets the job done in a very time efficient manner.

This watermark was created by uploading an image in the Lightroom watermark maker. I signed a piece a paper, snapped a photo with my point & shoot camera, then uploaded it. My mistake is that when I saved the image to my computer I forgot to turn off my original watermark, so if you look very closely you will see the previous text watermark is stamped on this image watermark.

Lastly, this watermark was created by using the website
www.mylivesignature.com which allows you to create your own "signature" using their various tools. Bonus it's free! After you have completed your signature just right click to "save image as..." and make sure to set the background as transparent or you will end up with a box around your signature.
Here's to leaving my mark! :)