CERT provides a maintained list of TCP/IP ports that have Known Vulnerabilities and Exploits associated with them.  A Firewall system will block these malicious attacks and make an individual's presence more stealth-like on the Internet. 

All home users should employ this safeguard and there are even some of the free versions provide excellent protection.  For example, I've been using free version of Zone Alarm for several years.  Also, XP SP2's Firewall provides basic incoming protection and integrates very well with Windows.    

http://www.us-cert.gov/current/services_ports.html