Tools for the paranoid ;D
Tripwire is a tool that checks to see what has changed on your system. You can learn more about it here: http://www.tripwire.org/qanda/faq.php
PortSentry is a program designed to detect and respond to port scans against a target host in real-time. More info here: http://www.psionic.com/products/portsentry.html
Though I haven't used them myself, I have heard good things about both programs. In combination with a good firewall setup, I'd imagine the information gathered would be quite extensive.