Every time you connect to a router it makes a log and shows your mac address and some even show the name of the machine. Some even have a option to show connected devices.

The biggest give away is that your connection is slow when your only browsing web pages and that when your machine is off the activity lights are flashing a lot, you should get a little activity when your not using your router.

If your going to use someone else's connection make sure you spoof your MAC address to something random or one of the machines that is allowed to use the network.