I look at it like this: Anything in the digital domain is fair game, thats just how it is. So with that basic knowledge - as an artist, you simply have to deny direct access to source files, complete songs, etc. as good as you can. So if its a song you really care about and dont want to potentially loose to theft (which is inevitable), then you should take some basic security measures like truncating the song down to just enough for someone to get a taste and then fade the tail out...or you could do the annoying voice tag thing, but I personally find that distasteful - Id much rather offer a small segment of the song and then just abruptly end it so that they dont have access to the full joint....and even in this situation there is still possibility for theft, but their only going to get a snippet. If their gonna take it to a whole other level and actually loop a 4bar from that little tiny snippet then at that point I say fuck it, its gone...but a very little percentage will bother going through that much trouble.
If your songs are on a 3rd party server elsewhere then just be aware of what security measures they take to protect your audio, but even then - nothing in the digital domain is really safe...it can all be stolen.