Bastille

Bastille is an interactive system-hardening tool 

Supplies explanations of different settings you may wish to change
When all choices made, it applies the changes
Creates a policy file that you can run unattended on other machines

Very portable
Runs on Red Hat, Debian, Mandrake, SuSE, TurboLinux, HP-UX, and OS X.

Very robust
Allows you to implement best practices suggested from various sources (SANS, etc)