If you are going to put it on a product, such as a sign or t-shirt, or use it as part of corporate identification, I believe you can go for a trademark.

Go to the United State Patent and Trademark Office website. On the left hand side, click trademarks. It will tell you how to start and how to do a search.

http://www.uspto.gov/#

I don’t think you can copyright a phrase really. Technically yes maybe but I think what you really want is a trademark. Like “Just Do It” or something. Trademarks are related to but different than copyright. They are much tougher to get since trademarks must be applied for and granted whereas copyright is automatic once a creative work is in a tangible form. The upside of a trademark is tremendous power and protection once granted and they do not expire as long as they are used/protected. Copyright, of course, expires – although at this point it’s an awfully long time until it does.

Anyway, you’re gonna need lawyer for a trademark.

RE:
How do I copyright a phrase? Also, is there somewhere where I can go to see phrases already copyrighted?

most phrases are trademarked not copyrighted for basic info go to www.copyright.gov