Short answer: none that do more good than harm.
Use the internal firewall (external firewall is always a good idea too).
Use strong password for your admin account. If possible, have other users run not at full admin. (If it’s a teens machine, this may not be feasible).
Here’s some basic measures to take for security:
http://www.maclife.com/article/howtos/unlock_truth_about_mac_security_risks?page=0%2C2
If they practice safe computing they’ll be safe.