There are two security suggestions that I see regularly. One is to join security related e-mail lists and apply all the security fixes applicable to your products as soon as they become available. Keeping up with a single major list such as NTBugTraq can become nearly a full time job in itself but there is another serious problem with applying security fixes as they become available. My preferred systems are those that are doing exactly what they're supposed to and haven't had a problem in months. Applying patches is a form of changing the system's configuration.
Many fixes have their own bugs.
The difference is that you, the person responsible for protecting the system, are the one who brought it down. Security experts who make this recommendation without qualification, need a reality check. My favorite bad recommendation seems to appear in nearly every security recommendation list with variations. It is to use good passwords, preferably containing upper and lower case letters, one or more digits and one or more special characters. These should be different on every machine and for every account and changed regularly.