I was told by a rep from SOCAN (Canadian version of ASCAP) that the "mailing a song to yourself" trick wouldn't hold up in court. The only reliable method of copyright protection is to go to a music publishing company.

I had thought SOCAN did that for you, but I was corrected; they only deal with collecting royalties and paying them to the artist.

By the way, unless you're a widely played big name artist, don't count on making any serious dough from royalties. But if you're lucky enough to get on a film or TV show soundtrack, then you get paid by the second for how long your music is played in the movie/show. Every time it's shown.