Ensure that your site is secure

The Drupal security guide has a section on securing your site with a useful list of items to work through.
http://groups.drupal.org/node/135824

The Security Review module provides an automated review of possible security problems:

Drupal has a Security Team that works to address security issues with Drupal core and contributed modules.

Other suggestions for improving Drupal security can be found at http://www.madirish.net/?article=490