Heratech

First run setup as root.
Here you can enable selinux and configure the firewall. You can enable the usual ports (www/https/ssh/ftp etc) and also add custom ports.

If you want to secure it more see the section 'Beefing up IPTables' at http://wiki.centos.org/HowTos/OS_Protection#head-18126e4c32a7a29b8e2515b...

I deleted the lines allowing port 631 (ipp/cups) from my /etc/sysconfig/iptables.

Install/use aide - see http://www.bofh-hunter.com/2008/04/10/centos-5-and-aide/