And this depends on what distro your installing. Most leading distro's let you set your firewall during install (you'll tweek it latter).
1)Make sure all you harware works and make adjustments.
2)After install check for and install updates with your package installer. There may also be a kernel update. But note: you may loose hardware after you install a new kernel if you had to install a third party driver. Like madwifi or something. But, you can reboot to your last kernel so all is never lost.
3)Turn off all services and even uninstall apps/sevices you won't be using.
4)Check your firewall settings. install AV (for your windows friends)
5)Check for and install browser plugins and JRE. Also check your audio and video players for plugins.
6)Adjust your settings
7)Setup your home directory/folder(s)
8) do a back up.
This is basic for typical desktop use. I guess I could have spread my list and got 10. On Fedora or Slackware you would have a little more work to do.
Now you can scan and harden your system and automate tasks. The list grows with more services you turn on and use. Like file sharing or web services. For SOHO networks and up you should think about using another older computer with two nic's for a firewall/gateway.
I may have left something out but I think this is a good start and simple. Hope this helps
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