Check this
knowledge base article out and the linking info on the
CMSHelp directory.
Also check out the settings in the
web.config parameters you can set.
If you're concerned with cross-site scripting, you might want to HTMLEncode your text output as well. I choose to use the
Microsoft AntiXss library over the built-in HTMLEncode method.
Here is a
great blog post about database and file system security. It is from 2009 but I don't believe much has changed (except operating systems).
Get familiar with the CMSSiteManager>Settings section. Look at what is set globally and what can or cannot be set by site. There are quite a few security settings in there. Once you start working in the CMS and you have all the other security items are set, check out the UI Personalization you can do by security role. That is a very nice feature.
Best of luck