Nice one! Where did you get the server(s) from in the end?
Security

...
I use a McAfee firewall although if money permits then a Cisco PIX or ASA might be worth looking in to. When you install a software version you need to make sure you leave open the ports needed for remote control (or what ever way you are connecting). Once you have those rules in place you can then
start the firewall service. You dont want to go locking your self out
Virus scanner... It's best to set these not to scan all files as they land and leave the server. I have seen harddrives dead when a heavy scan is done constantly. I believe I am correct in thinking virus's are not a problem unless you actually click on the file in Windows.
You need to also think about permissions. I take permissions right back to just admin and system groups which breaks everything. I then just add the required users and groups on to the needed directories. If you like I can PM you a copy of the setup I use.
The permissions is another part which can break remote control... so make sure you have them correct before rebooting or you wont get back in with out help from the datacenter's support.
Once perms are all in place then you can look at securing IIS and getting rid of app paths that you dont need.
Let me know if you need any other information.