Keeping your software up to date is great advise. However I do not entirely agree with the statement that security through obscurity never works. It can never work alone - true. But in combination with other measures it can be a great help.

And with respect to the point cshimmin makes, there is some merit to it. Yes nearly every piece of software, open or closed source is bound to have vulnerabilities. However, the chance of someone taking the time for finding and exploiting a moderately hard to find bug (not referring to a run-of-the-mill sql injection) in a piece of software I've written myself and I'am the only user of is vastly lower than in case of a popular piece of open source forum software (to some extend depending on who I - the only user - am of course).