Does anyone have any suggestions as to a good program I could use with my laptop that can monitor anyone trying to piggy-back off of my data streams and perhaps give me a warning that pops up on my screen?
This is not possible, at least not in a practical sense. When someone is sniffing a network, they are typically silent/passive about it. Your machine basically can't know if someone else is listening in. It really is like some standing behind a doorway listening in to what you are telling someone else... there is no indication to you that your words are being heard by someone else.
Now, if something like session hijacking occurs, you would likely know about that, since your session could be invalidated... still, that would be hard to detect. Your best bet is to use VPNs, SSL, ssh, etc. and try to keep your traffic as hard to crack as possible.
Running tools such as packet sniffers yourself is a good way to see what kinds of things other can get from your traffic.