I think Droid Wall, a rule based firewall for Android truly is an essential security app. This is so those apps that could be sketchy can't phone home. What I mean is they will be apps that don't need any access to the internet to function correctly, yet thet still request connections wont be able to.
I don't agree with not side loading at all. Many apps the dev will actually offer for free on sites such as df,xda etc. Also themed apps must be side loaded. Just be careful in where you get them from. If its not a reputable site don't do it.