Here are some of the most likely logs you will want to monitor:
/var/log/sulog
The sulog file, /var/adm/sulog, is a log containing all attempts (whether successful or not) of the su command.
/var/adm/loginlog
Unsuccessful login attempts after five consecutive failures are logged in the file /var/adm/loginlog
/var/adm/messages
This log records system console output and syslog messages.
/var/adm/pacct
This log records the commands run by all users. Process accounting must be turned on before this file is generated.
/var/adm/messages
This file is a catch-all log file for a number of messages from the UNIX kernel as well as for other logging applications such as syslogd. The file is formatted as an ASCII text file and entries are usually one record per line with new entries appended to the end of the file.
You can use the [Monitor] directive to monitor the log files:
http://docs.splunk.com/Documentation/Splunk/latest/Data/Monitorfilesanddirectories
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