So you have just installed Joomla and created a cool web design template but you are missing something, yes those cool 3rd party components and modules. But before you visit the Joomla extensions web site and install as many components as you can find take a step back and consider the following. 

1) Visit the offical 3rd Party/Non Joomla! Security Issues forum area which will provide you with a list of the 3rd party components which may have security issues.

2) Only install what you need, dont go crazy with components and modules. If you plan to install a component or module for testing purposes then make you remove it once you have completed the testing.

3) Always check the offical 3rd party component developers web site for the latest security updates and upgrades.

Hope this helps.