Roger Grimes, who serves as Security Advisor at InfoWorld, has gathered quite an extensive list of security features and enhancements that are shipping with Windows Vista to protect its users. He's counted more than 180, among them ASLR, Windows Defender and folder and registry key virtualization -- all of which are enabled by default. Roger suggests Microsoft has entered the realm of being a "secure OS vendor."
Roger is also co-author of the upcoming Windows Vista book titled Windows Vista Security: Securing Vista Against Malicious Attacks with Dr. Jesper Johansson. You can pre-order their book at Amazon (check the cover art).