When putting photos onto my Facebook fan page, I always put a large watermark through the middle of the image. I make it semi-transparent so it's enough that it can be seen, but also not obstruct the photo too much.

I use my business name (which is my name and the word Photography), but just using your own name or something like that would be fine...just anything that covers the image without obstructing it would be my tip - so that it can't be cropped off if someone steels the image.