Well, that depends. There's a great debate over whether or not images should be watermarked (with good reasoning on both sides), however I've never been a fan of watermarking myself.
The reality is, if it ever came to dispute (legal or otherwise), you'll always have the originals to back up your case. Outside of that, if people want to use your work, I don't see that there's a way to stop them. I figure the only way it'd ever affect you directly is if you were seeking employment and someone claimed your work as their own, or if someone turned your photos into an incredibly successful product. Both are unlikely scenarios, and again, both are resolved by you owning the originals.
In the end though, it's your choice. I just figure, if people like your gallery enough to want to appreciate your art, why penalise them with a big ugly blob?