Having to order AI units out of your territory every turn quickly becomes tedious, but the AI units are persistent and eventually I will forget one busy turn and they get through (side note: I think they should be ordered back the way they came not flipped to the side they were heading for if they get deep enough in). You can try and build more outposts to fill in the gaps and cover all the bonuses and fertile land to deter AI units from your lands but resources are tight at the start and you can't cover everything so eventually one gets through. This happened in my last game and Magnar built an outpost over a clay resource between two of my cities with mountains on one side and sea on the other forming a corridor. However, I was able to use this to trap the AI sovereign as he moved through my lands, ordering him out of my lands moved to this isolated outpost each time he moved. The AI sovereign could no longer adventure and nor did he declare war on me to get out, so was stuck in limbo for the rest of the game and effectively neutralized.
Of course I knew where he was to order back each turn which saved time, but it would be great if we could get a warning every time a foreign unit crosses our lands rather than have to scroll around looking for them manually each turn, unless this can be automated?