If your computer is being remotely accessed, it will show a little viewer icon in the menu bar. (Note, I've been using screen sharing since OS X Leopard, and I've never seen the icon noted by de_an777 in his answer.
Go into System Preferences > Shared. Make sure that Screen Sharing and Remote Management (for Apple's Remote Desktop) are both unchecked.
Also, check under Security & Privacy > Firewall and turn the Firewall on. Note the warning. "The firewall will block all sharing services, such as file sharing, screen sharing, iChat Bonjour, and iTunes music sharing. If you want to allow sharing services, click Advanced and deselect the “Block all incoming connections” checkbox."
This will block any incoming screen sharing connection (as well as other services).
To check to make sure that you can't connect to your computer via screen sharing, you can use nmap, a free command line tool for "network discovery and security auditing."
To use it, just type
nmap [YOUR IP ADDRESS]
You'll see that nmap reports that the vnc (screen sharing) port is open. After turning off screen sharing and turning on the firewall:
(Note that I've explicitly allowed ssh, printer, and afp sharing in the Firewall.)
I hope this helps you!