A good security plugin should help you to protect your website from

  • Malware Attack
  • Security Breach in Database
  • Firewall Protection

The following plugins give you mostly all these features :

1. Wordfence Security – Firewall & Malware Scan
Wordfence is one of the best security tool available for wordpress users.  With continuous improvement and alert mechanism, they make any system wordpress secured literally.
Wordfence

Using / Configuring Wordfence(Help Video)

 

2. Sucuri Security – Auditing, Malware Scanner and Security Hardening

Securi Security is nothing less than wordfence.  It is one of the top most anti-virus, anti-hack system that support multiple open source environment including Magento.
Securi Scanner

Using / Configuring Wordfence(Help Video)

 

3. All In One WP Security & Firewall

It is one of the extensive security system that requires some knowledge on wordprss. A highly secured system similar to other two.
All in one WP Security and Firewall

Help video for Installing ALL IN ONE WP Security