The question I get asked the most, probably even more than "So where do you get your ideas?" is "How do I copyright my characters?" Well, the good news is that you probably don't even need to do a formal copyright for your comic. The possibility of someone stealing your ideas outright, rather than coming up with the same idea concurrently are slim to none. The concurrent idea thing happens with staggering frequency... don't ask me about the entire book I wanted to write that was basically undone because Warren Ellis wrote an issue of Planetary using the exact same idea I had... of course he wrote a far better story than I ever could, curse him.
Anyway. Who needs copyright, and what legal rights does it grant you? Well, start by going to the source and reading the Frequently Asked Questions list over at copyright.gov -- the website of the United States Copyright Office. They also have a page on Copyright Basics. Go read all of those. They can explain it way better than I can.
At the time of writing, securing a standard US copyright on one item costs $30. This covers text OR images. What does this mean for comic creators? It means that you do both. Y'see, comics are so unlike most things in the Library of Congress that they don't have a special category for them. If you want to copyright both the script and the character designs, costumes and artwork in general, you'll have to do them separately. Literary works use this form, and Visual Arts use this form. $60 for total peace of mind is pretty cheap in my book, so if you're worried about someone absconding with your intellectual property, spend the money and get legal proof that you own your ideas and designs.
What did I do? Well, I copyrighted the images and text from the first three issues. I sent them in in one big photocopied book that I had bound at Kinko's, rather than do them as separate scripts. I sent one book in with the Visual Arts form to copyright the images, and one in with the Literary Works to copyright the script -- that way each submission had both the text and the pictures together in one volume. I did it fairly early in the creative process, literal years before any of it saw press. I haven't done any updating since; I figure that between the thousands of single issues and the thousands of graphic novels, I've got a pretty good case that the stuff's mine.
Oh, and some people always ask about this thing called "Poor Man's Copyright", wherein you send yourself a registered letter containing the material you wish to copyright. The idea is that this sealed letter bears a federally-recognized and legally-binding datestamp in the form of the postmark from the US Postal Service, and that as long as it remains sealed, you will have proof that your material was yours from at least that date. I always thought it had some legal weight, but it turns out I was wrong. Check out what the famous Urban-Legend-Debunking site Snopes had to say about the practice.
Back to that "concurrent idea" thing: I thought for sure I was the only one in the world who'd come up with the idea for a wind-up fairy. But you know what? Jimmy Robinson and Che' Gilson still beat me to the punch. They came out with Avigon, a really great book about a clockwork woman with an eccentric creator and an obsession over her precious key -- and they published it some two years before I released Vögelein. Jimmy and Che' are two super cool people, and the imagination's a big place. We all realize that none of us stole ideas from the other, and that two similar stories can exist perfectly well together -- it's a big market.
So, bottom line? Copyright if you're worried about it, but you probably don't need to spend too much time looking over your shoulder. Spend that time making comics.