If you're good with electronics and like to "roll your own," Supercircuits has some interesting stuff.
I once mounted a small single-board CCD in a co-worker's bedroom TV set. He was convinced that his wife was cheating on him while he was at work. There was plenty of room inside the TV and his wife didn't notice the little hole near the bottom of the cabinet or the extra video cable running out the back. But it took less than a week to get his friend on tape banging his wife.
If you need a Plug&Play package, the X10 hardware is reasonably priced and works fairly well. A friend of mine caught the neighborhood delinquents breaking into his garage and turned them in to the police. The family threatened him, but he decided to press charges and get a restraining order anyway. Just as soon as the little shits got out of Juvenile Hall, the vandalism started. But he could never catch them and the cops wouldn't do anything without evidence.
I set up one of those wireless X10 cameras in the back of his detached garage, with the receiver in the house, feeding his PC running [url=www.gotchanow.com]Gotcha![/url] software.
What it does is look for movement in the frame and start saving stills to disk.
The very next day his property was vandalized, and he just printed out the images and took them to the cops, and they arrested the kids and the parents!!! (They were in the background watching their kids hurling paint bombs.) The guy also took the family to court and won several $5,000 judgements against them. (One for each act.)
So if you're a little creative, you can easily put together an effective surveillance system for less than $100.