I read that there is also MAC(not related to Apple Mac OS) Address filterning which only let devices which you entered the MAC address use.
MAC filtering is a hassle if you have a lot of Wi-Fi devices, or you let your guests like friends and family members use your Wi-Fi.
Also, lowering your Wi-Fi antennae broadcasting power to low or medium will prevent your Wi-Fi from going too far where people from blocks away from your home can connect to it. But, lowering your Wi-Fi antennae broadcast channel may make your connection slower.
It is also a good idea to use a VPN like
http://www.hotspotshield.com/ when using the internet, so your computer, tablet, and other Wi-Fi devices are protected by a virtual private network which protects your devices connection online.
I heard there was a recent security problem called Heartbleed which affected routers, websites, and other internet devices, so a secure VPN which is not vulnerable to heartbleed can protect you from Heart Bleed.
Using TOR(The Onion Router) @
https://www.torproject.org/ will also protect your privacy when online.