@Tech9 - that'll help if the device is still connected - but OP was asking how to tell when a device last connected - so I assume the device is no longer connected and the question is - when did it last connect ??
I guess you'd have to trawl through the system log to see if you could find the answer by searching for the devices MAC address ???
You may have seen from my signature that I use the Scribe Addon [available from amtm via SSH].
The separate "wlceventd.log" it provides catches the wireless Auth's and Disassoc's rather well - so easy to find records there.
The other "trick" I use is to save or download any of the logs and open it with Notepad ++ and then simply search for Mac addresses or whatever.
Quick and easy to find stuff that way.