That's difficult. Depending on your router's capabilities and what you need from your machine, you can disable SSID broadcasting on the router and also disable file sharing on your Mac. Whilst not perfect, this is a good spot to start. Wireless networks are inherently insecure (perhaps they were not loved by their mothers, who knows) so remember that there's always the possibility that someone can be intercepting your data no matter how well it is encrypted. Having said that, I still do all my internet banking and such on my basic WEP-enabled wireless network.
Log off your Mac when not using it, and hide your SSID broadcast and use encryption. Outside of that, try setting up QoS settings that limit access to certain Ethernet IDs (check your wireless router for instructions)
But that would keep normal people away, but those hackers with awesome nun-chuck and networking skills you will have to worry about, plus those who downloaded programs like Kismac *shudders*
I would have thought that the most secure method (unless someone can correct me) would be to set your wireless router to only accept connections from network adaptors with specified MAC addresses. Doing this is a bit of a pain since you would need to add additional MAC addresses for each computer you want to allow (such as if someone comes to visit) but it does mean that you have absolute control over which computers can connect. Combining this with whatever the current wireless security standard is (I'm stuck on WEP which I know is no good) and not broadcasting your network's SSID should do the trick.
Anyone know if it is possible to spoof MAC addresses?