Yes, and No... this is a big subject... I personally, despise Intellectual Property rights, not because of what it's claimed to be for, but because corporations use it to get more money, rather than to protect their property... e.g. a single copy of Windows being used on multiple computers, is "genuine" in my opinion, if the key used on all the computers, came with the product... it's genuine no matter how many computers it came on... even then, the disc itself is not the unique part... I can use a single retail Windows 7 Ultimate key on any copy of Windows 7 Ultimate...
My thoughts, you need a (c) "your name or signature" for sure.
You as the designer hold the copyright. I personally don't like watermarking mine as I feel it mars the image and I like to enjoy my work. However my talents aren't anything compared to yours. I love your work and feel it would be a shame to have a large watermark over the entire thing.
There is a few options. Some art programs allow an invisible watermark to be placed in the file's coding leaving nothing visible on the image.... however many people miss that and would not even know it is there...
I'm sort of one of those people who can go either way on this sort of thing. I PREFER un'marred' wallpapers myself. . .and really hate it when there is an ugly watermark on them.
HOWEVER, personally, if I make a wallpaper, (at least one I intend on sharing) I will include a small, faint line with credits somewhere on it. (Faint being readable, but not 'in your face')
I think if credits are included, they should be included like a watermark. Out of the way. If it can be tucked behind the 'task bar', thats a great place, so the person can enjoy the image - but the credits are there.
Well, I'm not against watermarks on wallpapers. But my personal opinion is that it shouldn't be oversized or a main eyecatcher. A rather small signature in a noticeably, but non-focussing part of the image should do it...
A wallpaper is a consumable 'of sorts'.. i.e it is intended to be used and then replaced. The artist can decide if they want to offer it free or charge or charge for its use. Unless it is something downright spectacular no one is going to pay for a wallpaper so 99% of them are going to be free.
A majority of users would prefer to have no watermarks on their wallpapers and if an artist is putting a watermark on their 'free' consumable they should not be releasing their art AS a wallpaper. If they are that protective of their 'free for use art', they should seriously reconsider republishing it in another form/category/medium etc. This way they can protect their rights, there is less confusion and everyone knows what the artist 'wants them to have'.
The problem is that while it's probably advisable to put watermarks on all works, that in reality your picture probably isn't good enough to warrant the distraction - i.e. I will just find another wallpaper sans-watermark which looks prettier.
Personally, I dislike watermarks on wallpapers (and often text in general). However, I voted that it's important to protect the artist. Especially in your case, where it seems that everyone thinks they can get away with stealing your works. Besides, a link in the watermark might lead me to find more pieces by an artist I've taken a liking to.