It takes time and money to get your name out there and establish a brand, so it makes sense to protect it. Registration shows proof of ownership, so others considering their own mark can avoid yours. Not only that, but a trademark is intellectual property which, while intangible, has value in a business plan, and it is an asset that will look good to potential lenders and investors.
What level of protection do you want? Establishing trademark rights range from cheap and easy to hard and difficult. The more effort you put into it, the greater your level of protection. At the lowest level, just using a mark to represent your business provides what are referred to as "common law" rights. If you plan to only promote your business within a state, registration at the state level is relatively simple and inexpensive (in Missouri, the form is short and the fee is currently $55).
The most extensive protection in the United States is registration with the U.S. Patent & Trademark Office, which provides various protections and includes the right to use the ® symbol. Anyone using a mark to represent their business can use the ™ symbol.
Federal registration can last forever as long as the mark remains in use and, of course, as long as the proper fees are paid. It doesn't lose trademark significance.
You can apply for federal registration on your own, although using an attorney will make the process easier. Resources for the independent filer include the USPTO's website; the Trademark Information Network, which explains the process from start to finish; the Trademark Assistance Center; the Law School Clinic program, which provides pro bono trademark assistance; SCORE, for free and low cost business advice; and a Patent and Trademark Resource Center, one of which is conveniently located in the Science & Technology Room in Central Library of the St. Louis Public Library.
Now, this doesn't protect your brand abroad. Foreign trademark protection is a topic for another post.