You could use one of the aircrack utilities to monitor who's communicating with you wirelessly. Not sure if it'll work for devices on ethernet (if they're physically connected, I think you got bigger things to worry about than someone steeling your web lol).
Using Aircrack's airodump you can filter out other networks and monitor just your own. It should be able to work with most cards as far as monitoring goes.
If you got a mac then kismac is pretty good and a bit more user friendly than airodump.
Just a heads up, if you do decide to pro-actively monitor this kinda thing, I usually see one or two packets coming from some random computer once in a while. I wouldn't be too concerned with that, as long as it's only just a few packets within a 24-hour period.