Changing the file and folder names so hackers can't find the standard wordpress footprint.
Most of hackers scrape serps for vulnerable blogs , as you would to blogs to do spam.
They look for standard file name like "wp-comment" or anything "wp" related in general.
Another simple thing is to create a htpasswd file to protect your login and core files.
You can't hack it, if you can't reach it, and there is nothing wrong with filling in your password twice.
http://www.askapache.com/wordpress/htaccess-password-protect.html
^can also exclude files.
Use at least vps hosting. Shared hosting sucks.
With shared hosting it isn't necessarily you that gets hacked.
It might be one of your neighbors.
This plugin sends you a email whenever a file is changed or accessed.
http://wordpress.org/extend/plugins/wordpress-file-monitor/
Use htaccess file to only allow acces to certain files from ip address.
To make login files only accessibility for your home ip.
Blank index.html in the plugin folder.
Login lockdown plugin, to stop brute force attacks.
User gets a certain amount of chances to login.
http://wordpress.org/extend/plugins/login-lockdown/
chmod, 750 on wp-config.php and xmlrpc.php(if your not using rpc post)
Admin ssl plugin;
http://wordpress.org/extend/plugins/admin-ssl-secure-admin/
Wp-security scan; (as mentioned)
http://wordpress.org/extend/plugins/wp-security-scan/
A theme checker;
http://builtbackwards.com/projects/tac/
No matter how much you try.
You will never be safe.
Always back up your stuff.