How to keep a detailed audit trail of what’s being done on your Linux systems

How to keep a detailed audit trail of what’s being done on your Linux systems: "Intrusions can take place from both authorized (insiders) and unauthorized (outsiders) users. My personal experience shows that unhappy user can damage the system, especially when they have a shell access. Some users are little smart and removes history file (such as ~/.bash_history) but you can monitor all user executed commands."