There are several initial low-cost steps you can take to protect your ideas and inventions. The United States (and Canada and Mexico) are "first-to-invent" countries, not "first to file". Thus, the inventor who can prove he/she was the person who came up with the idea first, is the one who will be considered the first, true inventor.
An invention disclosure is the first step towards establishing your first-to-invent rights. It establishes the "date of original conception". An invention disclosure should adequately describe your invention and it's unique features. It should then be signed by you and validated by one or more signatures of credible witnesses. This means, by those individuals who understand the inventive matter you are disclosing and do not stand to gain from the project, such as a business partner, wife or husband. A notary public may also validate your disclosure. Don't mail the disclosure to yourself (sometimes called a "poor man's patent") as this has been defeated in court.
Next you want to follow through and "reduce your invention to practice". In other words, show it works the way you say it does. Reduction to practice is usually accomplished by building a functional prototype or showing with sufficient drawings and specifications how it works. Otherwise, the filing of a patent application will be considered the legal date an invention was "reduced to practice". The reason reduction to practice is important is that if you have to legally prove your first-to-invent position, the date you reduced it to practice will become more important than the date of original conception. It will prove your "diligence" in following through.
The best way to verify reducing your invention to practice is by using a Scientific Journal. A glue-bound, page-numbered journal is best to record your daily activities, who you've talked to, drawings you've made, alternative uses and so on. It can become a valuable tool towards verifying your paper trail should you ever need to.
There is one other factor that can affect your first-to-invent rights. If an inventor has a great lapse of time during the initial development it may be considered "abandonment". Time periods may be relevant, but you'll want to be able to prove you asserted a reasonable effort (diligence) in developing your concept. Obviously, you would be in a very difficult position if you had discovered your concept years ago and had done nothing for 3-4 years. Meanwhile, during the past year another inventor made the same (or similar) discovery and diligently proceeded to develop it into a viable product and filed a patent application. The recent inventor would most likely be considered the first, true inventor.
One other tool you may use is to file a provisional patent application, which allows you to post "Patent Pending" on your inventions for a period of one year. But you must file the permanent application within one year or lose the priority date. Provisional patent applications are well-tested and commonly used by experienced inventors. They also protect your international filing rights providing you have not publicly disclosed your invention prior to filing. Learn more about provisional patent applications and how to file one for $80.