Even more for the Patterns & Practices folks

Security Guidance Index:

http://msdn.microsoft.com/library/en-us/dnpag2/html/SecurityGuidanceIndex.asp

Security Engineering Index:

http://msdn.microsoft.com/library/en-us/dnpag2/html/SecurityEngIndex.asp

Security How Tos Index:

http://msdn.microsoft.com/library/en-us/dnpag2/html/SecurityHowTosIndex.asp

Security Practices for ASP.NET:

http://msdn.microsoft.com/library/en-us/dnpag2/html/PAGPractices0001.asp