The canonical answer is in the GPL Howto:
Whichever license you plan to use, the
process involves adding two elements
to each source file of your program: a
copyright notice (such as “Copyright
1999 Terry Jones”), and a statement of
copying permission, saying that the
program is distributed under the terms
of the GNU General Public License (or
the Lesser GPL).
The recommended header for applying the GPL is:
Copyright 200X My Name
This file is part of Foobar.
Foobar is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
Foobar is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with Foobar. If not, see http://www.gnu.org/licenses/.
Yes, it SHOULD be added to every file, since you cannot legally depend upon the assumption that every recipient receives your work as a whole. And, no, it doesn't have to be the complete license text.