Answer:
In the United States, copyright protection is automatically applied to any creative work, including software, when it is created... It costs nothing. If you write a poem on a napkin while you're eating lunch, it's copyright protected automatically.
There are numerous services that offer additional copyright services that provide some enhancement, primarily in the form of proofs and protections. These proofs and protections can include notarized or published accounts of ownership and date of creation, and, in some cases, even services that actively seek violators. While many people find these services valuable, they are not required for copyright protection to apply.
The costs of these services vary widely.