I second Wireshark, which I installed after posting a question here asking for help to reassure myself that an unintentionally externally open FTP port (only for a few minutes, but it drew an unwanted external connection) on my NAS hadn't resulted in something heinous being installed that would try to get out back to base.
Nothing had been installed as it happens, but looking at the volume and type of network traffic was a real eye opener and actually fascinating. Even the "Hello, I'm 192.168.0.23. Is anybody else there?" Followed by the barrage of replies, followed by one of the other devices initiating the same question shortly afterwards, followed by the barrage of replies (I have something like a dozen devices on the Gigabit wired and 802.11G wireless network at home).
I am pretty comfortable with configuring computers and networks for SOHO use but cutting and pasting snippets of some of the internal network traffic reported by Wireshark in to Google usually gave the answer as to what it was about. This exercise also gave me a tiny, tiny, glimpse in to a world that I take for granted.