To scan for unpatched software on your computer, you can perform a scan with Secunia PSI, a tool that will scan your system for security problems. You can also visit Mozilla's Plugin Check page to see if you have outdated browser plugins installed. Don't let the name fool you -- it works in other browsers, too, not just Firefox.
Insecure behavior will be magnified in a post-patch world, too, so be sure to check out PCWorld's guides to keeping your PC safe in the web's worst neighborhoods and protecting yourself against devious security traps.
Now let's roll up our sleeves and dig into the more drastic, but totally appropriate measures.
Let's say you still need Windows XP to run some crucial business application, or to interface with a piece of hardware that doesn't work with newer versions of Windows. If possible, you should disconnect that Windows XP machine from the network.
Sure, you won't be able to do this if you need Internet or even local network access on your XP system. But, if you can, this is the easiest, most fool-proof way to keep an important Windows XP computer secure.
Use a limited account day-to-day
Barring being purely disconnected, if there's a single tip that could make any Windows PC more secure, it's this: Stay away from administrator accounts. If you're blasted by malware, it can only do as much damage as the account it infects. Admin accounts give baddies the keys to your computing kingdom.
Once Windows XP stops being patched, stick to using a Limited account for your day-to-day activities if at all possible. Use an admin account to create the locked-down login and stock it with the software you need -- keeping our previous program advice in mind -- and then don't stray from Limited land unless you need to install or update software. (And even then, only stick in the admin account for as long as is absolutely necessary to get the installation done.)
Confine Windows XP to a virtual machine
Virtual machines are an excellent way to continue using software that requires Windows XP while also upgrading to a newer version of Windows. They allow you to run Windows XP in an isolated container, placing an entire Windows XP system into a window on your desktop. Windows 7 Professional includes Windows XP Mode for just this reason, offering businesses and other professional users the ability to easily set up a Windows XP virtual machine without buying an additional Windows XP license.