Properly, the copyright is a part of the IPTC data, not EXIF.
That point of nomenclature aside, in Lightroom it's a piece of cake to add.
In Gallery mode, open the Metadata panel. Quick Describe has the basic Copyright IPTC field. If you switch to IPTC, you can add Rights Usage Terms, Copyright Info URL and your Creator Contact Info if you want to include your contact info in each photo exported (think hard whether you want your home address out on the Internet).
Once you've got it set up, you can go to the Metadata menu and Edit Metadata Presets... to create a preset with your copyright which you can apply each time you import new photos.