In spite of all the negative things you may have heard, the fastest, easiest, and most effective first step to take is to enable WEP encryption. Although WEP can be broken, it takes time and tools that most folks don't have. Think of it as pushing in the knob-type lock on a door. Yes, someone can break down the door or jimmy the lock, but most 'doorknob rattler' type would-be wireless freeloaders will just move on to the next WLAN that isn't encrypted.