I watermark mine on my own personal site, but if I'm putting pictures on Facebook (which are nearly all for the benefit of other people) then I don't bother, because I know that they're going to be downloaded and shared.
If you're concerned about your pictures being misappropriated then you can watermark them, although I am given to believe that it's not that hard to remove a watermark unless it's so big and intrusive that it essentially ruins the picture.
If you shoot just for the fun of it, then....well, I remember seeing an article somewhere which said, essentially, that if you upload a photo, somebody, somewhere WILL take it, or try to. I know of a professional who had an image stolen; the infringer tried to remove the watermark but it was still obviously a stolen shot. The professional in question has a significant web presence and he was able to shame the company into a public apology. But for most of us, that's not a possibility.
So watermark if you like, but a watermark is not in itself an absolute guarantee against misuse of your pictures. And if you do watermark, make it noticeable but tasteful. Don't make it the most prominent thing in the photo!