
As with all security related systems don't allow more services as needed. If you do a standard installation of any linux distribution take a look into /etc/inetd.conf if your distribution is still using the older inetd or /etc/xinetd.d/* on an xinetd based system and disable all services not really vital for your system. E.g. you don't want to use telnet, replace it with ssh.
Also take a look at the initscripts, on a Sytem V based system like RedHat found in /etc/rc.d/init.d/*. If there are any services like nfs and portmap which you don't use on such a system delete the corresponding packages completely.
And you should read a lot of security related papers and HOWTOs, like the Security-HOWTO, the System Administrators Guide or Network Administrator guide.
Or take a look on various security related websites like http://www.securityfocus.com/, http://www.linuxsecurity.org/ or http://www.insecure.org/