Bruce Schneier's written a long and in-depth guide to maintaining "air gaps" for sensitive computers. Air gaps -- computers that are never connected to the Internet or your local network -- are conceptually simple but notoriously hard to make work in practice. Schneier's got lots of good advice for minimizing the potential for human-error-based breaches to your air gapped sensitive system.
1. When you set up your computer, connect it to the Internet as little as possible. It's impossible to completely avoid connecting the computer to the Internet, but try to configure it all at once and as anonymously as possible. I purchased my computer off-the-shelf in a big box store, then went to a friend's network and downloaded everything I needed in a single session. (The ultra-paranoid way to do this is to buy two identical computers, configure one using the above method, upload the results to a cloud-based anti-virus checker, and transfer the results of that to the air gap machine using a one-way process.)
2. Install the minimum software set you need to do your job, and disable all operating system services that you won't need. The less software you install, the less an attacker has available to exploit. I downloaded and installed OpenOffice, a PDF reader, a text editor, TrueCrypt, and BleachBit. That's all. (No, I don't have any inside knowledge about TrueCrypt, and there's a lot about it that makes me suspicious. But for Windows full-disk encryption it's that, Microsoft's BitLocker, or Symantec's PGPDisk -- and I am more worried about large US corporations being pressured by the NSA than I am about TrueCrypt.)
3. Once you have your computer configured, never directly connect it to the Internet again. Consider physically disabling the wireless capability, so it doesn't get turned on by accident.
4. If you need to install new software, download it anonymously from a random network, put it on some removable media, and then manually transfer it to the air-gapped computer. This is by no means perfect, but it's an attempt to make it harder for the attacker to target your computer.