The National Security Agency has some very well composed security configuration guides. I think if you read the Hacking Exposed serie, and then follow the steps in the guides provided by NSA (if one is available), you should be in very good shape security wide.

We've seen the following in the Hacking Exposed serie:

• Hacking Exposed: Network Security Secrets & Solutions (5th edition at amazon.com) (6th edition will be available in Feb 2009)
• HACKING EXPOSED MALWARE AND ROOTKITS (will be available in May 2009)
• Hacking Exposed Windows: Microsoft Windows Security Secrets and Solutions (3rd edition at amazon.com)
• Windows Server 2003 (Hacking Exposed) 
• Hacking Exposed - Web Applications
• Hacking Exposed Web 2.0: Web 2.0 Security Secrets and Solutions 
• Hacking Linux Exposed
• Hacking Exposed VoIP: Voice over IP Security Secrets and Solutions
• Hacking Exposed Wireless (amazon.com)
• Hacking Exposed Cisco Networks (amazon.com) 
• Hacking Exposed Computer Forensics (amazon.com) (Google book)
• Hacker's Challenge : Test Your Incident Response Skills Using 20 Scenarios 
• Hacker's Challenge 2: Test Your Network Security & Forensic Skills 
• Hacker's Challenge 3 (Hacking Exposed) (amazon.com)