The first question is whether you want anything specific done with your works of art. You can specifically gift a copyright to someone. You can also gift the work itself; this is particularly relevant for visual artists.
The second question is whether you want to place any restrictions going forward over the work. You can restrict the number of copies made, when it is displayed, or a variety of other limits.
If you have art, whether music, writing, video, painting, sculpture or something else entirely, that could physically be left to someone, you should think about what you want to have happen to it. And whether or not it could be physically left, you should think about who should have the right to profit from it after your death.