I just noticed this instruction at Marc Liyanage’s MySQL install page, and it’s really good advice:
In recent distributions of MySQL, you can also run the script mysql_secure_installation instead of just changing the root password. That script allows you to change the root password, delete the test database, remove the anonymous user, remove remote access (allowing access from the local machine only) and reset the privileges table.
A nice handy script to tidy up your MySQL installation. I’ve installed it so many times lately on so many machines, and I foresee many more in my not-so-distant future. This will come in handy.