Security is something that everyone needs to be aware of and something that everyone needs to deal with. While you can go out and collect a number of tools and utilities to help you out, there is an easier path. There are several Linux distributions out there that provide an entire suite of tools to fit your security needs. One of the more popular ones is Kali Linux (originally BackTrack). There are other ones, like BackBox or Lightweight Portable Security, which may fit specific needs better. You can run these off of a bootable DVD or USB drive, allowing you to run forensics on a compromised machine. Alternatively, you could install it on a box and set it up on your network for a more permanent security solution.