Secunia offers a great online security check:
The Java applet checks the software versions of your installed applications for several famous programs (full list) and warns about missing updates incorporating security fixes. When I ran it first, the check found that my Java, Skype and Adobe Flash versions were not up to date.
This test is very convenient, because you can not always keep track of all security updates affecting all your system’s software. Just run this check about once a week and perform the recommended updates. Then you can feel more secure than before.
The test is based on Secunias Personal Software Inspector, a local application that knows much more different programs than the online test. Definitely worth a look, too.