Some things you can do to help secure your system (assuming you have appropriate access to the server)..
Password protect the wp-admin directory - just the regular apache auth so nobody can access anything there without logging in again, not just the standard wordpress auth. You may also want to use ssl for any logins.
Use strong passwords - user: admin, password: 12345 is not good!

Use passwords with random alphanumeric AND other characters such as #$!^ whenever possible (some silly sites don't allow non-alphanum chars).
Don't use the same user/pass anywhere else!
Use a password manager app such as keepass to store all your login details for everything - keepass is free, it runs on win, linux, android, iphone etc and it encrypts it all and it also generates strong passwords for you so you don't have to think too hard.
Lock down all your tmp and /dev/shm directories - if you set these so scripts cannot be executed in them then a lot of these web app based hacks wont work coz they try to download a rootkit to tmp and run/install it from there. However sometimes having these locked down can interfere with other apps you are using so watch out for that.
Keep your server OS updated.
Keep wordpress and any other web apps, such as phpbb or whatever, updated (as much as possible).
Be careful what plugins or apps you install on your server.
Try to avoid just doing chmod 777 on everything just coz its easier to get some tricky new script working.
If somebody really wants to hack your shit they probably will, sooner or later but no point making it easy for them. Best to prepare for the worst just in case..
Backup your site and your db regularly and store your backups elsewhere - not on the same server! Download to your PC or even onto a usb stick thing so its completely offline.