According to copyright law, anything you create by yourself, eg some artwork or text that you put a lot of effort into. You are able to label it as your own copyright, however. If someone else steals your work you can only sue for compensation of you register your works at a copyright office (usually costs money)
Anything else that has a copyright symbol thats not yours. its best to avoid putting it on your site. If you are not sure, put a copyright notice asking anyone if they have queries to contact you, a bit like the footer of my homepage, to save you getting into any trouble
Copyright law varies from one country to another and since web pages can be viewed (and copied) from almost anywhere you always run the risk that someone in a country with lax copyright laws will steal your content. Placing a copyright notice on pages is not necessary for copyright protection in most countries but may give additional protection in some countries. Some people suggest sending a printed copy of important material to yourself via registered mail and leaving the envelope sealed when you receive it so that you will have physical proof of having written the material before the postmarked date (I have never come across anyone who has actually done this though).
