Tagging your channel name and your own name on every video can help you in two ways.
First, it gives all videos on your channel a shared and unique tag. This has been theorized by 'YouTube Experts' and others (even on this forum) to help boost your presence in the sidebar suggested videos on your own content.
Second, and more important: It helps people searching specifically for your video by using one or two words of the title with your channel name attached at the end.
This is the way people search for content with friends. Think about it...
"Hey bro, check out this video. Type in, 'crazy funny video title, channel name'"
I've recently seen benefits from this. I had a video about a 'brokered convention', and I've noticed in analytics that some of my traffic is from people searching "political junkies brokered convention" and "poltcal junky brokered convention". These are likely people who have already seen the video and are looking to watch it a second time. They might not have found it again had I not included my channel name as a tag.
I assume this becomes even more useful as one grows and as more people are actually directly searching for you and your most popular content.
So tag yourself and your channel in every video.