Well there are a few things you should do.
1. Edit the services you don't use out of /etc/rc.d/inet1
. (There might be one more in /etc, but I forget the name, and I can't check now, on a friend's Mac OS X Laptop *barf*.)
2. Setup a NIDS. I recommend Snort v2
3. Configure Iptables (or Ipchains). I like using Jay's Iptables Firewall
4. Get Nmap to scan your ports.
5. Get security updates, patches, and fixes.