In any case, the first step should delete and disable everything unnnesseary, not to install something additional. You should understand what software packages are necessary for your system and delete everything else without remorse. Stripping is your Unix flavor dependent. Solaris has especially good tutorials to help you in this task. In any case, selecting only necessary minimum of tools is important because not every security tool is an asset, wrong tools can create the false sense of security and as such are in essence an additional vulnerability.
Simplicity has other important aspect.
Understanding of your system is the key. And even simplified system often is too complex to understand. Nothing can replace deep understanding of the system and protocols that you need to protect. Nothing can replace deep understanding of the system and protocols that you need to protect. Consider, for instance, the collective state of the Net's sendmail administrators.