You can sign on to many routers and see the WIFI clients. By knowing the MAC addresses you can determine if there is any unknown ones. The MAC address is sometimes printed on the device or can be seen when signed on.
Some routers allow you to set up selected MAC addresses and to exclude all others. You will have to go into the settings each time you add a new device.
You can also power off the router when not in use (at work, sleeping,..) which makes your WIFI less desireable to others.
Do change SSID, passwords, and use security.