Keylogging protection

There is no protection against a proper keylogger.
You are safe from the on the internet if you have a firewall but if there is someone who is determined to get your information then basically you have as much protection as you would against someone in the street with a gun in your face who wants your wallet.

http://www.thinkgeek.com/gadgets/electronic/5a05/
http://www.thinkgeek.com/gadgets/security/7af2/

I've used these for catching illegal access of machines before.