Without WEP, yes, anyone can get the information that you send across the network... Even encrypted bank information, if you don't examine SSL certificates closely.
The common sense approach is, do not use a password that you want to keep private when connected wirelessly, even if you have encryption like WEP set up on the wireless connection. If you do research on a concept called DNS poisoning, as well as a "man in the middle" attack, you'll see why. The best security is still physical security, which is something that wireless is lacking.
Another problem with wireless networking, which WEP and MAC filtering takes care of for the most part, is that there is a chance of people gaining full access to your computer... Very rare, but not pretty.
