Hand-made Drawings I Sign, most of then unless it's just a dirt sketch xD
Some Drawings I do on computer I usually do, but sometimes I just forget to. Yet on bigger Images I always sign And put a watermark plus Copyright-thing.

I don't like water-marks/signs and all that, they bother the right view of the image, yet with those art theft there and with the risk of what you said: someone don't believe you did it, what I do is:
© Kerstin Steinhoff [Year]
The traditional Copyright thing, some people put the whole word "copyright" before the symbol. (see the bottom-most of any menewsha page as a sample)
That I put at the Very Top and Bottom of images and in the middle (if don't really bother the image, some times I put it higher or lower) I put a Link to my Deviant Gallery. Everything is made on a color that contrasts the Background and then I chance the opacity to very low, VERY. but still everything readable.