First let me point out I believe this is exceptional: it is definitely not the rule. Most importantly, I believe the big online sites are fair (and I won lots of money there ; )
I point this out because I won't fall and I'm not going to spread the paranoia: "zomg, all poker sites are rigged". Because they're not. Most of them are fair: they're winning enough millions with the rake and buy-ins fees so that they don't need to jeopardize their businesses by being shaddy.
Is it possible to detect?
Yes. Definitely. Such behavior (rogue sites) has been detected in the past and players did force shaddy sites to admit they had: superuser accounts, rigged random number generators, etc.
It's however very hard to detect and you need very, very, smart people to be able to analyze gigantic amount of hands and prove the wrongdoing.
Do you every suspect any site like this?
Yes. I won't give more info. That particular site is down now.
Can we take any legal action apart from quitting from the site?
Yes, but you'd probably need to team up with other players who've been deceived. There's one underway now: several players are claiming, under the RICO act (where you can claim up to 'x' times your losses), several millions of dollars to the company who operated Absolute Poker / Ultimate Bet (these online sites are down now).
Here's one link to that (recent) lawsuit:
That said, if you could prove something like this and if the site were to operate under a licence, you probably could also contact the organization in charge of issuing the licence and complain there. For example if you were to detect that one french site is blatantly cheating and if you can back up your claim, then you could contact the "ARJEL" and they'd probably take your research very seriously.