The security folks at the NSA have online guides on how to secure Linux, OS X, and Windows operating systems. These are definitely worth a read of all articles even if an OS in question is not your main cup of tea.
Here is the link:
http://www.nsa.gov/ia/guidance/security_configuration_guides/operating_systems.shtml
Page has been taken down
This direct link to the Red Hat PDF still works for the moment:
http://www.nsa.gov/ia/_files/os/redhat/rhel5-guide-i731.pdf
The Red Hat (RHEL 5) guide in particular is quite good. The only thing lacking is perhaps a mention of using ssh keys and other security configurations possible with ssh for security.
