Which security level should I implement?

Hi all
Recently, I wrote another post about "Starting with security in ASP.Net". This is the link: http://forums.asp.net/t/1853555.aspx/1?Starting+with+security+in+Asp+Net
Basically, in that post the method to be used in SQL Server to encrypt data was discussed (Symmetric or asymmetric). Now, I have the following doubt as the title suggest: Which security level should I implement? I mean, Should I implement security in SQL Server only? or in the ASP.Net (with c#)? or both? To encrypt and decrypt the data.
Or what should be a best practice when dealing with security?
Hope you can help me to understand how it works when talking about security in our apps and their data.
Thanks in advance.
Regards!!
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