"If it does not have a copyright notice on it, it is not copyrighted - so I can use it freely."
This myth results from past law, and misunderstandings of past law being passed along. In virtually all cases, photo copyright is valid whether or not there is a copyright notice.
A copyright notice has two main functions. First, it warns off at least a few would-be pirates that the work is not to be stolen. Second, it has some useful legal effects, because it prevents the infringer from claiming he was making an "innocent" mistake.
The copyright notice may be omitted because the owner or legitimate user does not want to deface the photo, or even because an intermediary infringer has deliberately removed the notice. (Removing a copyright notice is itself a serious legal violation.) And of course, if someone has illegally scanned and posted Playboy pictures or the like, there will not be a notice. However, the absence of a copyright notice does not change the fact that a work is copyrighted.
We are reminded of an anecdote about a thief who stole a bicycle from a public place. When caught by the owner, the thief protested, "I didn't know that it was your bike." Replied the owner, "You sure as blazes knew that it wasn't yours!"
A proper notice has the © mark, or word "Copyright" or abbreviation "Copr."; the year, and the name of the owner. For example, if this author took and published a photo in 2000, it might be marked "© 2000 David L. Amkraut" or "Copyright 2000 David L. Amkraut" or "Copr. 2000 David L. Amkraut." You can add "All Rights Reserved" if you want-it has no real significance in the U.S. and most countries but has a bit in several 3rd world countries.
The commonly-seen parenthesis "(c)" instead of the proper copyright mark "©" has no legal significance and may invalidate the notice. So, if you do not see a copyright notice, do not assume the photo is yours to use; someone owns copyright and you have to get his permission before using it.