Steal an alarm sign from someone else's yard
Those Brinks or ADT signs do wonders. You can also just buy the stickers for your windows. (Did I say 'steal"? Bad Elli!)
Motion-activated lights should do the trick nicely. They're super cheap, too.
Other than that, I would definitely go to all your neighbours and tell them about it. Ask them if they've seen anything, and if they can keep an eye open for you when you're not home. If one of them IS the peeping tom, he'll know he's busted and will probably leave you alone.
Hope that helps!