One of the biggest threats to web applications is execution of uploaded exploits. This can lead to defacement, DoS or even privilege escalation and hijacking of your server.

You already say you disallow CGI uploads, which is good, but not always practical. Plus there are other ways to upload (or generate) an executable file.

If you need uploads, or just to save anything to disk (even config files, avatars etc), make sure that it is saved outside of the web tree. Never call it directly, but always through an intermediate script unless you can check it somehow. This to prevent a call to the file is used to execute code in any form.

Also make any file you save non executable. As you are on windows, that is hard to do.

If an attacker is able to execute scripts outside of the web tree, you have other problems anyway.