Wow. Next time keep the original and give them the copy.

I recently changed the way I run my consultations, but I charge for tastings/consultations, which includes a sketch of the cake. They get to keep a copy of the sketch (I keep the original), and if they book with me, the consultation fee is applied to the balance of their contract. If they choose to go elsewhere, that's fine... I've been paid for my time and it can be considered a "design fee" (Once I was actually paid JUST to design a cake for someone local, who was going to get married in another country, and wanted my design done by the other bakery in her home country, so she paid me just to design the cake, but not make it) My sketches are clearly marked clean across the middle of the drawing with my name and date, so it's obvious the design is mine. It's no different than someone replicating a cake you've already done and posted online or something. It's still your design, but you're not getting the business.

All sketches belong to me.

Well I had the opposite happen to me, I had an "almost customer" accuse me of stealing her design!
She emailed and said she wanted a baby shower cake for a girl with a giraffe, thats all the info as far as design was concerned I received from her, the rest was up to me youre the artist she said.
I designed and sketched a cake based on that and only that, emailed her the design and never heard from her.
A year later I get a very rude email from her, she's accused me of stealing her design and selling it for profit and she is going to sue me and tell everyone what a bad person I am.
I havent responded yet, I figured I would just wait and hear from her lawyers, however I did print out all the correspondence between us and the original design just to be prepared, 6 months later I havent heard a peep.
With that said I don't think it was intentional and if it bothers you that much don't et your sketches leave the kitchen/store.
I email my sketch to all my clients, if they take it somewhere else then more power to them, like a previous poster said they went somewhere else because A) my price wasnt low enough or B) they didnt like my cake.
Well Im not going to lower my price and thats my cake, so not much I can do about that.

This happened to me! About 2 weeks ago!

I met with a bride, designed a beautiful cake, it was really lovely. Gave her the price, blah blah blah. A couple of days later she emails to tell me she is going with someone else. I book 99% of the time, but no biggie. Can't get them all.

WELL, me being the nosy butt I am, I went and checked out the cake. (It was in a downtown park where I often take my kids, so it was easy to see.) It was my cake design. Poorly executed, but my design none the less. I looked over at my husband and shrugged it off-it looked to me like I lost the deal due to cost.

It was kind of annoying to see my design when I wasn't hired, but at the same time, I don't own the rights to the design. And like I said, the other cake girl did a pretty bad job.

of COURSE there's a copyright on your drawings!! The moment it is created, it legally belongs to you, unless you are living in one of those small countries who are not on the "list".

Assuming you are either in north america or most of europe, then yes, it is copyrighted to you.