If my iPhone were jailbroken, I wouldn't hesitate to spend six bucks on the iGotYa app. It basically lets you know who's trying to snoop around your iPhone by snapping a photo of whoever enters a wrong lockscreen passcode.
The photo is then emailed to you along with your device's current GPS location in case you need to track it down. Simple, but brilliant—especially since there's some sort of odd satisfaction in having a photo of a snoop or thief being caught in the act.
iGotYa is priced at $6—though there is a free ten-day trial available—and can be found in the BigBoss Cydia repo. [Redmond Pie]