The first thing you need to protect is your concept (bible) and scripts if any. Then designs. Protect it with the copyright office in US (http://www.copyright.gov/) and the WGA (http://www.wga.org/) This is done before production starts. And you should protect your work progressively as you go.
As you can see, most of the protection is done in the US as it is our major market. There is no way I can afford to protect it worldwide until a major player or distributor take over. Its very expensive.
And also protection is for countries that respect the law. For country that doesn’t, its just waste of time and money. (You know what I mean. ha ha)
Once your IP reach a certain stage, then you will need to seek lawyer for advise to trade mark it. Again. Its expensive to do it for all countries. Only for selective countries which is your major market.
Its hard to have 100% protection. The more exposure it gets (meaning more people know that you are the creator) the better the protection.
Hope it helps.