I think you have some misconceptions.
(1) In Canada and the US, creative works are automatically protected by copyright at the time of creation. However, you have stronger protections if you register your work with the Canadian Intellectual Property Office. The old "mail it to yourself" trick is an urban myth; it does nothing to secure your copyright. Here's some basic info on Canadian copyright law:
http://users.trytel.com/~pbkerr/copyright.html(2) Generally a name or title can't be protected by copyright. You are thinking of a trademark, and that's more complicated (and expensive). If the band is actually using the name or title, it's likely they have established rights to it, even if you "came up with it."
(3) The band's right to use your photos and music would be determined by the agreements you have made. Ideally, you should have all agreements in writing, and signed by both parties. But if you don't, verbal agreements can still be binding (the obvious problem here is proving what was said). In general, however, if you granted them permission to use your work (in other words, you made an agreement, or verbal contract), you can't simply change your mind.
(4) Under Canadian law, you have some addition rights called "moral rights." These include the right to be attributed, or to NOT be attributed if you wish.
This is all very general background. The specific legal options open to you depend heavily on agreements you have made, and other factors. Please understand that enforcing your intellectual property rights usually requires civil action, so the only way to really know where you stand is to consult an Intellectual Property attorney.
Now, as far as the YouTube video, there is another path you can take. If your creative work was used in the video, and you DID NOT give permission for its use, then you can file a DCMA "takedown request" (also called a "copyright complaint") with YouTube, and they will likely take down the videos. Here's some info:
http://www.youtube.com/t/dmca_policy