Generally, the thieves entered the pyramids through tunnels. A number of these tunnels still survive, like the one used to enter the Pyramid of Senusret III at Dahshur.
It is believed that the robbers were probably some of the same people that built the pyramids, since they knew where the chambers were within the pyramids.
The tunnels weren't built with ventilation shafts as such. Although there are some very narrow shafts whose function remains unknown in a number of pyramids, these are far to small to allow a person to enter the pyramid.
Every pyramid had an associated mortuary temple. The priests, and others who worked at these temples, would probably also have acted acted as guards for the pyramid as well.
A good recent book about the Egyptian pyramids is The Complete Pyramids, by Mark Lehner, who is currently in charge of the Giza Plateau Mapping Project. This book covers the history, building, and use of every major pyramid of ancient Egypt in some detail.