Security is a discipline that places significant expectations on lay users. Thus, there are a wide array of technologies and behaviors that we exhort end users to adopt and thereby reduce their security risk. However, the adoption of these "best practices" --- ranging from the use of antivirus products to actively keeping software updated --- is not well understood, nor is their practical impact on security risk well-established. This paper explores both of these issues via a large-scale empirical measurement study covering approximately 15,000 computers over six months. We use passive monitoring to infer and characterize the prevalence of various security practices in situ as well as a range of other potentially security-relevant behaviors. We then explore the extent to which differences in key security behaviors impact real-world outcomes (i.e., that a device shows clear evidence of having been compromised).