Well, technically there's no such thing as unathorized use of the signal. It's a radio, and federal rules explicitly permit people to receive from and transmit to it using any FCC approved hardware so long as the person has a license for the frequency or a license is not required for the particular use at that frequency.
If you are talking about unauthorized access to your network, it's easier to detect successful than unsucessful accesses. Generally speaking, none but certain higher-end wireless access points have any sort of logging of connection attempts or intrusion detection. If you use a computer, rather than a dedicated access point, you can ususally set up some logging and intrustion detection software (I don't know how on OS X yet, but in Linux it's quite doable).
Another option is to use Wireless Snooping software to actively monitor and capture wireless packets in the area and try and identify packets aimed at your access point that don't come from one of your machines. I don't knoe if AirSnort is available for Mac OS X yet, but something like it will work.
Of course, once the individual actually establishes a connection, their machine will show up in the router's list of wireless connections.
Assuming you use WPA2 encryption, you're not likely to see even a dertmined hacker breaking in (unless you use a phenomenally bad passkey).
