Linux security

[DarkStar]

I have been using Linux Ubuntu for best part of a week now and it is really growing on me. Got a 10.04 LTS disc on Wednesday and this is really nice, much improved over 9.10. Now seriously thinking of ditching Windows.

But I need some help/advice on the security aspect. I understand I don't need AV etc (?) but would appreciate some advice on the Firewall aspect. Is it safe to leave as is or should I install the Gufw or Firestarter firewalls. are they simple to set up?
Any advice and links to reading (I have some to go through) gratefully received 
Linux convert coming up.

[MisterW]

Is it safe to leave as is or should I install the Gufw or Firestarter firewalls. are they simple to set up?

If its behind a router all the time then there's really no point as the NAT/Firewall in the router will stop any incoming connections. If its a laptop that you connect to other 'foreign' wifi networks or use a mobile broadband dongle then I'd install GUFW.  Just set it to the default 'DENY incoming' and Enable it.