The aim is to enter something like:
© Geoff Wilson
On Mac OS X, use the following key combination:
Option + g
Under Windows, there are a few options. The most compatible is to hold down Alt and type 0169 on the numeric keyboard. In some word processors, you can use the key combination Ctrl+Alt+C.
Entering this into the metadata form, storing it as a preset and using it on import means that all my photos are now automatically tagged. On export Lightroom will optionally put the copyright message as an overlay.
Bonus: for HTML, try ©