Here are a couple of good reads. I will add to the list as I find something interesting. Don't hesitate to add your own via comments. The links are ordered according to my impression, first link being the best read.
1. I don't read blogs or articles that often, my skills are basically from experience and troubleshooting, so believe me when I say that this link is a must read.
2. Ever wonder which ports you can and should not restrict? Wonder no more
3. How about that new service in 2005? De-mystifying SQLBrowser
4. How to make unwanted access to SQL Server 2005 by an OS admin more difficult.