This instructable will show you how to make an inexpensive network tap to monitor your network.
Companies like Network Optics make incredible taps, for all sorts of media, but if you have 10/100 home network then for $18 in parts from home depot you can make a tap and send the output to YAF/snort/tcpdump/wireshark and see if any data is leaking that should not be.
I have been doing Flow Analysis lately instead of using other tools. I like YAF
. Then again I work on it...
If you want to see step by step instructions on setting up a flow collection infrastructure look at this wiki page.