Which distro are you using? If you are using Debian take a look at
Securing Debian Manual.
The
Rute book is a good place to start also.
Like someone else mentioned
"Bastille Linux" is a good way to start the hardening process.
The Bastille Hardening program "locks down" an operating system, proactively configuring the system for increased security and decreasing its susceptibility to compromise. Bastille can also assess a system's current state of hardening, granularly reporting on each of the security settings with which it works.