These are notes compiled from information I've gathered on the web and elsewhere, but mileage may vary. This is a brave new OS, so take normal precautions such as backing up data.
Securemac is the best site I've found covering OS X security issues. Remember, this is unix....
Although OS X comes with a secure shell implementation, you might want to add OpenSSH. Scott Anguish has put up an excellent guide to installing 2.5.2. The most important thing to do is keep your software up to date by using the Software Update program in System Preferences.
I've also gotten together a security guide with information on tunneling and firewalls for CS, it's a general outline of issues with some specific suggestions for various OSes, including OS X. Also, in particular UNC affiliates should check out ATN's security pages--there's both general information available to anyone, and UNC specific data on services and resources.