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.
Page has been taken down
This direct link to the Red Hat PDF still works for the moment:
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.