There are a few useful tools to find out who is connected to your device. You can choose them according to your requirement.
Wireless Net Watcher by Nir SoftWireless net watcher scans your Wi-Fi and lists connected device with various details like IP address, Mac addresses, and computer names.
Wi-Fi GuardWi-Fi guard is a similar tool to Network watcher but also comes as an installer and portable version. I would recommend using portable version because you don't need to install it and use it directly, and there is no difference between both versions. Wi-Fi guard helps to monitor connected device actively and let you schedule scan in a time duration; you can choose the portable version to keep running in the background on Windows and Mac. Wi-Fi guard can also notify you when a new device is connected to your network.
Bopup ScannerBopup Scanner is another cool free tool to monitor active devices in your wireless network and is completely free. You can download BopUp from here. Bopup only comes in portable version only.
These tools are only recommended because they are free and useful for blocking other users from your Wi-Fi and managing connected devices.