If you look in the Network pane of System Preferences, you'll notice that most Macs include multiple network interfaces, such as Ethernet, AirPort/802.11, FireWire and Bluetooth. In theory, any active network interface could be used to access your Mac in a remote attack -- particularly wireless technologies, which don't require a physical connection to a network.
For this reason, it's a good idea to disable any interfaces you're not using to connect to a network or the Internet. To do so, launch System Preferences, and select the Network pane. Select each interface you want to disable, and for each one, select the button that looks like a gear at the bottom of the interface list, and choose Make Inactive from the pop-up menu.
This disables the interface, but doesn't delete it -- so you can easily change it back to Make Active to restore access to the interface.