Official Google Webmaster Central Blog: Best practices against hacking
This is some really great, even if very basic, information about some of the "bread & butter" kind of attacks your web site could face, should you have one! Not saying you will be a security expert after reading it, but it will give you some understanding what could happen to your web site and how, and what you might be able to do to prevent that. Also includes a bunch of links to some of the best resources on the subject.
Many of these things you might not be able to change or improve on if your site is hosted at the hosting company of your choice, but it is still an interesting read!