Here's a link definitely worth checking out - it's an overview of the security risks and countermeasures associated with Internet connectivity, especially in the context of “always-on” or broadband access services (such as cable modems and DSL). However, much of the content is also relevant to traditional dial-up users:

http://www.cert.org/tech_tips/home_networks.html#I-D

An interesting tidbit from the link:

DSL access is not as susceptible to packet sniffing as cable modem access, but many of the other security risks we'll cover apply to both DSL and cable modem access.