Sadly, if someone wants to pirate your game, there is nothing anybody can do about it. Your game will be cracked in no time.
However in my opinion, setting a good price/quality/players experience and good customer care can prevent at least some people of stealing your hard work. Maybe besides the game itself, providing something extra to a registered player is also a good idea. For example, if your game is kind of an adventure, create a challenge in your game. When that challenge is successful finished, give the legal player an ebook about the story behind the adventure. Check the player against the financial info.
Give the player some background information, how long did you work on that game, how did you create it, to what (great) extents did you go to create it. Or just try to convince them that you also need an income to feed your family and make other nice games.
I should not bother too much about protection. I also do not protect the ebooks I create or applications I made. Anyway, somebody who is pirated your game would also never be your customer. Nevertheless, even a pirated game can be good and free public relations for you.
As a general advice to anybody who reads this; just play or use everything legally. When it is affordable priced and it does what you expect you to do, just obtain it legally. It doesn't seems to be a crime to illegally copy others people creations because it is so easily and quickly done. However, for anybody seeing no problem in that illegal copying; why are you not working freely for lets say 6 to 12 months for your boss? That is exactly what happens when somebody illegally copies somebody else work.
Hope this helps.