How do you license your code?

[Peter Schlumpf <schlumpf@nslsilus.org>]

A simple question to those who have already started an OSS project:  How
does one go about licensing their code?  Anything more than just putting
a statement in the comment headers of your source code files?  Should
you include a full copy of the license in with youre code?  Must any of
this be done at all?

Also there are other open source licenses out there and GPL seems to be
the most common.  What are the issues involved in choosing one of these?

Thanks in advance,

Peter