You can input your name, contact|copyright info directly into Nikon dSLRs from the menu.
The camera then encodes them into your photos.
Canon dSLRs can do the same thing but your limited to just your name and it has to be
done from the PC wired to your camera through remote capture.
But your camera serial numbers are encoded into the photos as well.
I don't know about Sony though but they should have something similar.
The info can be viewed, like in
ACDSee, under
Canon Maker Notes...
But I noticed this part of the exif gets lost after going through photoshop. So I always
burn a disk of photos straight from the camera for proof before doing anything.