Firewalls   If possible, always run a software firewall on each computer  to control what is coming in and going out of each machine... and consider running a Cable/DSL Router to act as the only externally recognized Internet device on your local area network (LAN). such as Nextland  or any other  brand
Norton
Macafee
Zone Alarm (free for personal use)
Sygate (free for personal use)

Encryption   I encrypt all sensitive information with  strong encryption.
ABI-Coder (free for personal use)

Wipe Utility  Information on your hard drive is not deleted when you delete  files from the recycle bin.  The only way to be sure to delete a file permanently is to "wipe it" from your hard drive.
BCwipe (free for personal use)

Anti-Virus    Always run anti-virus software... and make sure you update security vulnerabilities as patches become available. WindowsUpdate
Macafee
Symantec
AVG-antivirus  (free)

Test Your Computer/Network Vulnerability
Shields Up
Symantec Security Check
Hacker Whacker

Cookie Cleaning Utilities    I haven't used all of these but I thought I would include them.
Web Washer
Purge IE
Evidence Eliminator
Spider (Freeware)
Cookie Wiper (Freeware)

Security Information Sites
Security Focus
Hacker Whacker Security Sites
Symantec Virus Encyclopedia