One suggestion would be to use simple capacitive sensing. This is implemented in many microcontrollers. Even theremins work this way: allowing capacitance (from hand motions) to change the tuning. You would want the "antenna" for your sensor to be mounted on a shield to prevent slight changes in the distance between your body and the sensor from setting it off.
Another equally good, if not better, suggestion is simple heat sensing or ultrasonic echo sensing. You can get thermal and ultrasound sensors that may easily used with arduino (or any other microcontroller). You could also adapt a typical battery-powered motion detector (such as Home Depot might have), replacing the light or alarm with a connection to a small ear-bud or vibrator so as to be discreet.