You can off course create your own plugin but there's so many out there in the security side you probably don't have to re-invent the wheel. In terms of keeping your site secure, the best thing you can do is ensure your WP install is fully updated at all times. Essentially, the WP team fixes vulnerabilities as they occur and build these fixes into the software.

Wordpress have produced a good list summarizing all of the security steps you should take.

I second Wordfence to start. Awesome plugin with loads of features. Freemium too, and relatively low priced for its premium features.

Thanks for your suggestion guys.. Let I see all the suggestion and I prefer to go with create my own plugins.