1) Lure your prey in. Make sure your WI-fi is public and has the default router name (it would imply that you haven't bothered to change any default settings).
2) Ensure said neighbours are on the network. Go to your router settings page and there should be an option to "View DCHP Client List" or something along those lines.
3) Find the culprit. On this page will be a list of all the people who are on your network. Now in the newer OS's, you are prompt to name the computer after yourself. For example, say your WiFi stealing neighbors name was "Susan", a client called "Susan-PC" would appear in the list.
4) Locate the "Rename SSID" feature in your config.
5) Here is where you can get creative. Name it whatever you like, but remember to include the culprits name in it. For example, "FBI is tracking your ip Susan" or you can be creepy and rename it "I'm watching you Susan"
6) Reset your router and the culprit will get a lovely tool tip saying "Joining "I'm watching you Susan""
7) Enjoy your neighbor freaking out.