The National Security Agency in the United States has posted their 60 Minute Network Security Guide.
This is good start for system hardening.
Other guides from them are located here.
Here is a best practice guide on WindowsSecurtiy.com on how to install and configure bitlocker. If you have a laptop and have Vista installed, it is not a bad idea to install BitLocker and get it configured and running. If your laptop was ever stolen you could breathe a little easier knowing that data was protected.
The second part to this guide will cover off configuring BitLocker from Active Directory and to manage BitLocker in terms of key recovery.