Primer on Web Security
progLiker: Hindsightly I'd start by reading a book about internet security. The only sound thing is to start with a book,
giving an overview of the matter and gather information
from that point onwards. Most rational thing to do.
That's my recommendation.You wanted to protect your site from attacks:
I found a pdf document on the net quite informative:
"ethical hacking"(pdf). It covers packet, transport and network layer security up to "google" hacking.
It is broken on [http://www.scribd.com], but there are several other similar guides there. 
And it is out there I found it via google.There are some good documents at defcon.org as well,
I read one about firewalling which was impressive.You must go elsewhere for cgi security issues, protocols, encryption and all that.