This is commonly known as the “poor man’s patent”. In the past, this was a way for an inventor to claim first-to-invent status and overcome a competing patent application filing. However, since the new law of first-to-invent came into effect in 2013, any proof of first-to-invent is irrelevant – the only thing that matters now is who filed with the USPTO first. So the best way to secure an early date is by formally filing a PPA with the USPTO (as mailing to oneself does not work anymore).
Very closely tied with this subject matter is “public use”. It is common that after an inventor comes up with something, the inventor documents it (e.g., mailing to himself/herself) and uses it. Under the new law, once an invention has been used publicly, the inventor can no longer file a patent application on that particular invention. Here’s an example of a typical public use that would bar an inventor from filing a patent application: An inventor comes up with a new back brace. The inventor wears it to walk around in public, and to be discreet the inventor wears the back brace underneath his clothing where the invention is hidden from the public view. The fact that the inventor wears the back brace in public is public use, despite the fact that he wears it underneath his clothing where no one can see it. The best way to prevent the public use bar is to file a PPA before publicly using the invention.