To tell the unvarnished truth, I have to admit that I'm pretty lax on security for my computers. I don't do anything crazy like open email attachments from people I don't know, and I always double check the address bar of websites before I punch my password in. Even so, on a scale of 1 to 10, I'd say I put about an effort of 5 into keeping my computers secured. There's a lot more I could do.
And so I found Albert Lee's short guide on surfing on untrusted networks very helpful. I've got a web server set up that runs my own website, but I never had any idea how to get all my network traffic running through there. Albert's guide makes that super easy-- this Lifehacker piece explains the basics of surfing with a proxy, and Albert's guide tells you exactly how to do everything on your Mac, and even how to automate the whole process using Applescript. Eventually, you can have it set up so that one double-click will get your proxy connected and get you surfing securely.
The one thing you know about untrusted networks is just that: they shouldn't be trusted. When it's this easy to get your web traffic locked down, there's no reason not to.