Private Internet Access is a popular VPN solution for protecting your privacy while browsing the web. Their app lives in your menu bar from where you can connect to your account and select the preferred server location.
Plug Spy triggers actions in case of unexpected occurrences. Instant notification on you phone will give you additional security if you leave your Mac alone.
QuickPassword is a non-obtrusive passwordgenerator that lives in the menu bar. Click on it, generate a password, and the password is automatically pasted to your clipboard.
This menu bar app tells you if someone (behind your back) is staring at your screen. For instance a passenger reading your emails when travelling by train. It plays a sound when more than one face is detected.
This menu bar app notifies you whenever SSH, VNC, sudo, or other security events occur.