Nessus is a free, up-to-date, and full featured remote security scanner for Linux, BSD, Solaris and some other systems. It is multithreaded, plugin-based, has a nice GTK interface, and currently performs over 920 remote security checks. It has powerful reporting capabilities (HTML, LaTeX, ASCII text) and not only points out problems, but suggests a solution for each of them. Windows version available here.
dfa80ccdfd51c0f61b3bc751eebbcc403a8f269f697a1393ea9a623f166faa94