Don't forget to make sure you have a decent password (better still a pass 'phrase') for the WPA. Pick something long, that you can remember and type easily, or slightly shorter that's 'complex' (upper case, lower case, special characters, numbers, etc) - if you can do something long AND complex that's even better
Change the default admin username and password.
Change the SSID (the name the router broadcasts as your wireless access point name) to something that a) doesn't identify the type/make of router or the firmware it's running, b) doesn't relate to you individually or as a family, and c) doesn't relate to your address.
Don't worry about 'MAC Filtering' as it's s easy to get around that it adds nothing really but some extra messing about for anything that you want to connect. Also I wouldn't bother hiding the SSID as it's so trivial to identify hidden SSIDs that that's also not worth bothering with.
Beyond that you should be good to go