With each incarnation of Windows, Microsoft has made the operating system more secure by default. Windows 8 is no exception.
In Windows 8, Microsoft has enhanced many of the existing security controls from Windows 7, and added some new stuff as well. For one thing, rather than having Windows Defender antispyware installed by default, with Microsoft Security Essentials antimalware as some separate, optional tool, Microsoft is rolling all of the antimalware and antispyware protection into one tool. Now, the aptly named Windows Defender will guard Windows 8 from all manner of threat.
Microsoft is also improving on core mitigation and protection technologies like ASLR (Address Space Layout Randomization), and protecting the Windows kernel, Windows Heap, and Internet Explorer.
Check out this Building Windows 8 blog post from Steven Sinofsky for more details.