There's a wealth of webcasts available from TechEd Orlando - I know it's a while since the event but the shear breadth of content makes this a handy source of knowledge. Many of the topics remain highly relavent including the following:
Michael Howard's "Advances in Threat Modelling"
How Microsoft IT Implements Exchange Security
Next Generation Command Line Scripting with Monad - part 1
Next Generation Command Line Scripting with Monad - part 2
Jesper Johansson's Security Configuration Wizard session
Steve Riley's "Security Policies? Ug just give me a firewall"
Aaron Margosis' Tricks and Tips for Running Windows with Least Privilege
Mark Russinovich's Understanding and Fighting Malware: Viruses, Spyware and Rootkits