You are right, mailing it to yourself will not work anymore.
If it's typically a play or screenplay, (any work is fine though) you can register it with the writer's guild for $20 ($22 for WGA east). Turn around time is about 2 weeks.
If you want more protection for any type of written work, you can electronically register it with the U.S. copyright office for $35. Turn around time can be several months, but you will be covered.
Both are safe, but the U.S. Copyright offers slightly more protection, especially if a legal battle ensues.
Writer's Guild west is: wga(dot)org
Writer's Guild east is: wgaeast(dot)org
U.S. Copyright Office is: copyright(dot)gov