I've run across the following snippet in themes from time to time:
if ( ! defined('ABSPATH')) exit('restricted access');
It's at the beginning of some (all?) PHP files in a theme and it's supposed to prevent direct access of the file by nefarious sources.
I see that this isn't included in Twenty Ten or Eleven and I've never seen it recommended in official WordPress documentation. It seems like a good idea to me, but I also don't know enough about security to judge it and can't find much with Google.
Is this something I should have in my custom themes? If so, should it be in all PHP files or just some?