If you wish to take another security measure, consider adding further protection to the main point of entry: your web browser. Using Firefox instead of Internet Explorer already removes you from many exploits' line of fire, although it's not a good idea to consider yourself safe if you do. Firefox is no longer an exotic browser, and web exploits present a very real danger: Botnets such as Zeus already contain special Firefox modules.
In terms of security, Google Chrome is promising because its developers aimed at creating a modern, secure browser, threw out all the old Netscape ballast, and implemented various very interesting security concepts. For instance, Chrome isolates every browser window in its own process, and critical components are placed in a low-privilege area for extra protection. While these added obstacles are bound to be hackable, they have at least been part of making Chrome the only "major" browser to survive the annual Pwn2own hacker extravaganza unscathed for two years running. That using Chrome means surrendering another limb to the Google data Kraken is a different matter.
Microsoft's EMET tool activates additional protective mechanisms within Windows and renders many exploits ineffective. Everyday life on the internet can also be made safer via little add-on helpers. NoScript, for instance, can block most active content and only allow selected, trustworthy web sites to display dynamic content. Of course, this goes hand in hand with a considerable loss of convenience. Those who spend time in social networks are familiar with the ubiquitous short URLs by bit.ly and similar services. They obscure the actual link target and are, therefore, popular with people who want to direct users to malicious pages. The LongURL Please service resolves the diversion and reveals the actual link target. This can be done by clicking on a small bookmarklet you can store in your bookmarks bar. There is even a dedicated add-on for Firefox.
Much of the advice given in this feature relates to Microsoft Windows and, as the operating system with the highest market share, Windows presents the most attractive target. Therefore using another less popular operating system such as Mac OS X, or even Linux, can reduce your risk.