more on Securing Windows

Internet Security Guide at Firewall Guide website is full of pretty good info.
Tighten Microsoft Windows to Improve Security is a checklist there.
Checklist for Securing Windows XP Pro at Lawrence Berkeley Nat'l Lab is a fine article, written for internal users it is probably a little advanced for standalone home users.
Securing Windows XP (Sep 2005) at TweakHound - a link from above.
TweakHound also has some other helpful articles such as these:
Windows XP Backup Strategies For Home Users
What Do Those XP Services Do?