2 things I have done on my DSL-N55U is populate the MAC filter and turn on the MAC filtering. The other thing is to assign static IPs for DHCP assingnment and populate that list too.
I tried hiding my SSID but my windows phones couldnt connect to wifi with this hidden so had to leave that on.
All those things are a complete waste of time, adds very very little extra security. Obviously whoever wrote that in the magazines is an idiot if they claimed it will improve wifi security significantly.
I should think if you have Mac filtering switch on then it would be more difficult for someone to use your Wi-Fi and if you hide your SSID then it would be difficult for someone to know you have Wi-fi.
Myself, I just reduced the power on my router, get outside my gate and the signal falls pretty quickly, so no chance of anyone sat in a car will be able to use it.
Desktop machine now powered by windows 8.1 pro 64bit, no dreaded metro, laptop by Linux