At SQL Bits this year I attended a security presentation from Andreas Wolter. The session examined some attack methodologies, showing the flow that an attacker might go through to gain information about your database instance with SQL Injection. It's a scary and eye-opening talk, and one that I might recommend to all DBAs and developers so that they can understand the dangers involved with poorly coded applications.
One of the most scary attacks was the elevation of privileges from a web user to a sysadmin on an instance, mainly because of the Trustworthy setting being enabled. I had never imagined this as an attack vector, but it was disconcerting to say the least. However it got me wondering about instances I've managed.
Would I detect if a new sysadmin were added? Or an existing user added to the role? I'm not sure I would, though that's certainly something I plan on setting up with some sort of monitoring to detect. I would guess that most DBAs, whether professional or accidental, might not catch this either, at least until some audit was performed. At that time it might be too late to protect your data, and certainly too late to protect your reputation.
Security is a tough topic, and it's an ongoing process to protect your systems. I hope to see more presentations like this at future events, and I'd encourage you to request them for any events you plan on attending. You can certainly do this for all SQL Saturday events (there's a suggest a session on the schedule page).
Security requires vigilance and vigilance requires monitoring. Both of those also need knowledge, so be sure that you don't neglect the security of your SQL Servers and continue to educate yourself over time as well as implementing technical solutions.