You can configure an alert for the All Databases as well, or similarly you can create a job and schedule it to run daily

If you enable C2 Audit (enable login audit event on) this will be recorded in Windows event viewer and you can save this log monthly basis. For type of action performed you can write a trigger to audit DML statement for that particular login (in this case who so ever is member of sysadmin role) but I...

With SQL Server 2005 Profiler, there are a lot of audit events you can use to capture quite detailed information on who is doing what on your server. This might work for you.