Firstly, the credits. This post would not have been possible without Jesper Johansson. Look at his notes no Anatomy Of A Hack. He's an authority on securing Windows networks, and has given me a lot to think about.
Prime among them is the problem that while running secure web applications on secure Windows servers has never been more possible, it's still too much of a black art. I'm just scared that too many apps will be bumped up to run as administrative accounts because it's just too much hard work to get them to run.
Even following good quality (but slightly dated) patterns and practices guides like Building Secure ASP.NET Applications: Authentication, Authorization, and Secure Communication (2002, extra comma theirs) aren't the full story. You can still be forced to resort to tools like Filemon and Regmon to work out why your least-priv account cannot be started as an application pool.
This isn't meant to be a Windows is insecure rant, because they are 10-a-penny. This is just meant to be a heads-up and link-fest.
Final link for the bandwidth-endowed. You can watch a couple of sessions presented by Jesper at the Tech.Ed 2005 Australia site.
After Blog Mint [?]:
I thought I'd post some more links to resources I can personally recommend: