WEP and WPA are a good start if you want to keep unauthorized visitors out. Most of these devices seem to have a logging system that's turned off by default. If you turn it on you can see from the logs who's been accessing, or attempting to access your network.
Also... Most wireless APs and Routers will let you take a look at a list of connected devices bye IP and MAC addresses. You should be able to see all of your machines plus any intruders.
There are also several thrid party programs that will watch your wireless network and alert you whenever a new device connects. I use this in conjunction with WEP. That way if someone gets through, I will still know about it.