Network security is no help if you neglect physical security and human factors. Ongoing user education has to be part of your security policy. Remember to protect your backups too. Don't run code from untrusted sources, or allow programs to run untrusted code automatically on your behalf. Virus scanners are a symptom of the problem, not a solution.
CERT is a good source of timely information about new security threats.
CIAC has information about current vulnerabilities. Rootshell is another useful source of security news in conjunction with the above. This is amazingly useful for interactive logins, copying files and tunneling other protocols securely. This is a must-have for exchanging email securely, and for verifying the digital signatures on sources you download. Strip is a PalmOS application that gives a nice solution to the problem of how you remember a bunch of passwords that are all different when you can't write them down.