Your work is copyrighted from the moment you create it. You cannot choose to have something copyrighted.
The issue is whether you will want to pursue a breach of that copyright. If someone copies your work... you can either ignore it or you can try to take action. In that case we are talking about registration of your copyright. Copyright infringement lawsuits without registration often prove to be cost prohibitive. However, with registration comes access to statutory damages of as much as $150,000 per violation, plus an award of costs and attorney fees.
As to the question of why you would want to copyright your work... there are various reasons. The most important two are:
1. Financial - If the work makes money, you may be entitled some of it (including preventing others from unauthorized duplication of your work).
2. Creative - You will want to be properly acknowledged for your work. It could help your reputation and/or your success for future work in the industry.