Yves Hanoulle recently showed me a booklet called "Developer Highway Code" that he received in the UK. The booklet covers security best practices for software developers. Paul Maher, the author of the booklet, informed me that it is also freely available for download as an e-book on MSDN.
To build software that meets your security objectives, you must integrate security activities into your software development lifecycle. This handbook captures and summarises the key security engineering activities that should be an integral part of your software development processes.
These security engineering activities have been developed by Microsoft patterns & practices to build on, refine and extend core lifecycle activities with a set of security-specific activities. These include identifying security objectives, applying design guidelines for security, threat modelling, security architecture and design reviews, security code reviews and security deployment reviews.