It's a good question.
The security of Steem leaves it open to a lot of phishing, or even automated theft if you accidentally copy your active key into a post.
I would like to see 2-factor authentication option added as a starting point, but additional security such as a hardware wallet options would also be beneficial.
With the current set-up, things that you can do for added security are:
(a) Transfer any liquid Steem or SBD to the Savings area - It takes 3 days to transfer out of savings, enough time to recover your account if you signed up through the typical Steem sign-up.
(b) Power up - It takes 13 weeks to power down, again giving you time to recover your account.
(c) Create an alt account and only use this for storage of funds not for day-to-day use.