I would start at the basics like checking which files are world writable with: find / -perm -2 -type f -print Especially pay attention to ones that are also executable.
whowatch is another handy tool you can leave running in a shell.
For rootkits you might want to run chkrootkit or install rkhunter which I prefer.

Security is a difficult thing. As Mister_Dickens pointed out, it can rule your life, but it's also something I feel strongly about. Just think about last winter when the debian repositories were down due to having been hacked. Surely it's a lot more "glamorous" to hack debian than your homebox, but these were computers set up and checked by the people who understand/wrote the Securing Debian Manual...
I'm sitting here behind a NATting/stealthed router, an IPtables script and not even cups running unless I need it, and feel confident about one thing only, if someone wants to hack into my computer, they will be able to. It's just a matter of time.