Open a JPEG image file in Preview and you can add IPTC info, which is one of the ways of adding a text copyright message to an image, as well as information about who took the photograph, and pretty much any descriptive words or phrases. This is added as metadata, so isn’t visible on the image itself.
To do so, open the image in Preview, then hit Command+I to open the inspector. In the floating window that appears, click the magnifying glass icon, then click the plus button at the bottom left of the window to add your first bit of text. Repeat for anything else you want to add. Although the text you’ve to overtype says “untitled keyword”, in fact you can type words, sentences or even paragraphs (such as a description of where the photograph was taken).
Save the file, close Preview, then reload it, and you’ll see the information now appears under the IPTC tab in the inspector dialog box (click the “i” icon to see it).
Note: No OS X tool lets you edit the “core” IPTC information, which includes defined fields for adding copyright and originator information. For that you’ll need to buy a utility like GraphicsConverter, or use Adobe Bridge (part of the Creative Suite). However, although the information you add using the trick above is classed as a “keyword”, it will show-up whenever anybody examines the IPTC information. For example, see this screenshot from Adobe Bridge CS5.1, showing the IPTC info of an image which has had copyright info added via Preview.