Security has never been finite. We own the tux and nix boxes but there is more than the default security any distro provides. I list a few things which should be of concern to you:
1. Disable all services you do not need running in the background.eg.chkconfig smbd off
2. Ensure that your first line of defense is clearly secured;iptables.
3. Ensure that proper permissions are set on sensitive files like /etc/passwd.
4. tcpdump is an effective tool for examining packets arriving on your computer.
5. Setup IDS like snort and tripwire.
6. Monitor your logs for errors. "Logs don't lie". That is the power of the nix and nux over Windozze.