A fast way to check if your WordPres web site is well secured is to install Ultimate Security Checker. This plugin analyses the current security state of your web site and gives suggestions on what could be improved. To start off, you need to go to Tools – > Ultimate Security Checker and Run the test! It will give you a security grade and how many points you have from a maximum of 115. You can see a report for each security hole and how to fix it. Its just an awesome plugin.
As I’m writing again about security, I’d like to recommend you two articles I read lately:
Securing Your WordPress Website, by SmashingMagazine
5G Firewall Beta, by Perishable Press – how to improve your security by adding few extra lines in .htaccess