|EDIT The advice below is based on the fact that no software keyloggers were found on your PC. I'm not sure if he would go to the extent of using a hardware keylogger (undetectable by software), but it is possible. This technology can transmit wirelessly also, so that physical access isn't needed to host PC.|
Google "hardware keylogger" images, to get an idea of what to look for at the back of your pc tower.END EDIT
If you use wireless he can connect anytime he is within range and your wireless is running. You don't have to be connected to the internet.
If you change the encryption on the wireless device, employ MAC address filtering and change the password to the router login he won't be able to connect to your internal network (your home pc's). If the option is available you can also hide SSID, this basically makes the network hidden to wireless devices. Again this is another small measure that isn't unbreakable, the really really important part is to change your encryption key.
Have a look at the password management strategy below to create yourself a strong password for encryption. This prevents brute force attacks to gain access, e.g. dictionary attacks.
If you use these steps he will not be able to gain access to your network via the wireless. The only way to gain access would be to physically be at your router and perform a hard reset, so if all your configurations are cleared the possibility of this having being done are strong.
You should also change your passwords to any Emailing and Instant messaging applications you use, as neoark has already suggested.
Another thought occured to me, if he is reciting instant messages that you have had I would check to see that they are not automatically being saved, have a look to see if this is happening, if it is you might want to set the IM program up so it does not save instant messaging conversations.
Many countries have laws to protect against people accessing networks without authority, especially for malicious or wilful intent. It may pay to speak with the local authorities in this regard to see where you stand.
Most routers today keep a log of all machines MAC addresses which have accessed the network. The MAC address can tie the network card to the PC which in turn ties it to the person.