It depends on what are you trying to do on the server, and what exactly are you trying to secure.
For example, if you have sensitive data you can encrypt them. If you don't want your stored procudes to be in plain text you can encrypt your stored procedures. You can get a certificate and implement SSL connection between the clients and your server. You can control users accessing your server and grant them permissions to only what they need. You can create views instead of granting access to the tables directly. Many many things to think about, all depending on your requirements.
Abdallah El-Chal, PMP