When setting up from a brand new install, a few basic steps are:

• Review the modules page. For a corporate/brochure site I usually begin by:
  - disable comments.module
  - enable path.module
• Check and enable clean urls
• Expand the 'admin' menu by default - for easier access.
• We're in NZ, so fix up the date display from the American default. (For corporate sites, I usually eliminate the 'time' from displayed dates, but that's best done with a tiny core hack)
• For corporate sites, I almost never want posting details on normal pages. This is on by default, so turn it off for your content types.
• By default, anyone can create a user. Turn that off immediately
• Content managers are more trustworthy than average users, and they deserve advanced layout abilities. Set the default input format to Full HTML. This is also vital if using WYSIWYG editors. However, seriously consider limiting their options there by disabling silly things like font color and enabling useful things like semantic styles in the toolbar. See the editor README for more.

Drupal supports the concept of 'profiles' which, when used properly, can be created to do all this for you automatically.
However, you are going to have to review all these settings at some stage anyway.