There are really only two ways to protect your work, and neither is foolproof. Hence, many people do not provide full size versions of their work except to clients who have paid.
The first way, already discussed, is visible watermarking. There are standard Photoshop "recipes" available for creating a watermark and then applying it to all outgoing photos. However, as I am sure you know, anyone moderately skilled in Photoshop, and who has a desire to do such a thing, can always use tools such as the Clone Stamp and the Healing Brush and the Patch tool to effectively erase your watermark.
The second and also imperfect way, but perhaps a little better, is to use Adobe Bridge to access the file's IPTC data (metadata in the file). In there, you can record your copyright and other details. I *think* that this information can be protected such that once recorded, it cannot be changed.
You can find more details on both of the above in Scott Kelby's excellent "Photoshop CS2 Book for Digital Photographers". This book is aimed at professionals, and goes into some lengths about this sort of stuff.
In the end however, the best protection is watermarking, and restricting the finished product to just those people who have paid for it.