WPA/WPA2 are the most secure protocols to use. And hiding your ssid does nothing so dont bother. As for mac filtering, it works but if someone really wants to get in they'll just spoof your mac address and pretend to be your pc or another in your network. Wifi is really never going to be 100% esecially if someone living near you wants in. They have all day and night to listen in and pick up pieces of the WEP key on any protocol you use, WPA simply makes it more complicated and it takes longer to crack. If your really that concerned and are willing to have a slightly slower connection, stick with WPA, cuz I dont think WPA2 has been out longer enough for all hardware and software to be compatible. If your running windows make sure you keep your updates on auto, if your running linux or mac os x you dont have much to worry about. Shared files will be about the only thing vunerable if you have everything setup right but once again thats only if they actually get in.
And BTW with all the unsecure networks around you that you can detect, its WAAAAAY uber more times likely that a h@x0r kiddy would play around with all the free and open internet sources then try to mess with yours.
Your as safe prolly right now as safe can get.