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You should be able to see what devices (by MAC address) are connected to your router in your router's DHCP table.
However, if you don't have a wireless router it is pretty unlikely that anyone else is connected to your internet connection.
Is it possible that you have a virus or other malware that is using your connection? Eg as a spam relay? That would use bandwidth that you can't account for.
Try downloading Hijackthis and make a log file. There are places where you can get an automated analysis of the log file (just google "hijackthis analysis") and there are also web forums where you can post the logfile and others will have a look at it for you (if the auto analysis doesn't come up with anything definitive).
I would also go to an online virus scanning site (eg eset.com) and do an online scan.
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