Hopefully no one is doing that to me now but a couple people have in the past before i had .htaccess in place. I simply emailed them a note requesting they change things along with the banners attached.

Most people are pretty good about hosting banners themselves but without .htaccess ya might just have to check your stats now and then to find hits to indicate someone's hotlinking and get in touch with them personally.

or configure the .htaccess to allow their domain to hotlink if you don't wanna bother with contacting em.