In April, 2009, Microsoft released a Desktop Security Guide for Internet Explorer 8.
This guide goes over many security settings and best practices when using Internet Explorer 8. It's top recommendations include:
- Enable SmartScreen® Filter , (page 37)
- Enable Prevent Bypassing SmartScreen Filter Warnings (page 37)
- Do not allow users to add or delete sites from Security Zones (page 24)
- Do not allow users to change policies for Security Zones (page 24)
- Do not allow user to turn off Protected Mode (page 27)
- Enable Prevent Ignoring Certificate Errors (page 26)
- Set Form Autocomplete options to Disabled (page 34)
Other Security Settings
- SmartScreen Filter
If you are using or planning on deploying IE8, this paper will be a good read.