Establish copyright as soon as you're able to have your song in fixed, tangible form. Remember that there's SONGWRITING copyright and then there's RECORDING copyright and they're completely separate.
As far as songwriting goes, the only thing copyright-able is the lyrics and the melody that can be sung. Everything else is, unfortunately, unable to be protected by law (as far as songwriting goes.) Sound recordings (samples, etc) however, ARE copyrightable. This becomes copywritten as soon as its in fixed, tangible form. Registering your copyright just protects you from having to register it later. If its fixed and in tangible form and you can prove it, you can actually register your copyright AFTER filing a lawsuit (which is pretty much the only time you're ever going to worry about having a copyright.)
Hope this helps!