The best thing to do is go to Radio Shack and pay $200 for a camera that hooks up to your computer, then position it in a window -- their camera will film endlessly and is not limited to 8 hours or so you would get with a VCR. Film the person who comes in your yard and call the cops.
OR... stay up all night hiding behind a curtain with the lights off, take a picture, and call the cops.