Is there an (Mac) app for that?

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Jerry® wrote:
Is there some simple no brainer app that simply tells me if there's someone "else" connected to my wifi?

Yes, if you're using an Airport base station, you can find that information--complete with live updating--in Airport Utility. You already have it.

Select your base station on the left side, click the Manual Setup button, hover over the Wireless Clients line then click the disclosure arrow. You'll see something like this: