Enabling Apache

If this is OS X Server (i.e. the server product, not the regular desktop OS), turn off the web service in either Server Preferences or Server Admin.

As has been pointed out already, unless you are specifically forwarding http traffic from your router to your machine, your locally hosted stuff will only be available to you and the other computers on your local network.

To answer your question on restricting access to your webserver to just your machine. You can do this a couple of ways.

Remember, anytime you change apache configurations, you need to restart apache for those changes to take effect.

Method 1

If you want to limit everything on your local webserver to just your local machine, edit the file "/etc/apache2/httpd.conf". At approx line 195 you'll find a configuration block that looks similar to:

<Directory "/Library/WebServer/Documents">
    #
    # Possible values for the Options directive are "None", "All",
    # or any combination of:
    #   Indexes Includes FollowSymLinks SymLinksifOwnerMatch ExecCGI MultiViews
    #
    # Note that "MultiViews" must be named *explicitly* --- "Options All"
    # doesn't give it to you.
    #
    # The Options directive is both complicated and important.  Please see
    # http://httpd.apache.org/docs/2.2/mod/core.html#options
    # for more information.
    #
    Options Indexes FollowSymLinks MultiViews

    #
    # AllowOverride controls what directives may be placed in .htaccess files.
    # It can be "All", "None", or any combination of the keywords:
    #   Options FileInfo AuthConfig Limit
    #
    AllowOverride None

    #
    # Controls who can get stuff from this server.
    #
    Order allow,deny
    Allow from all

</Directory>

You are going to want to comment out the bottom two lines of that block and add in new rules

Deny from all

and

Allow from 127.0.0.1

that block should now look like:

<Directory "/Library/WebServer/Documents">
    #
    # Possible values for the Options directive are "None", "All",
    # or any combination of:
    #   Indexes Includes FollowSymLinks SymLinksifOwnerMatch ExecCGI MultiViews
    #
    # Note that "MultiViews" must be named *explicitly* --- "Options All"
    # doesn't give it to you.
    #
    # The Options directive is both complicated and important.  Please see
    # http://httpd.apache.org/docs/2.2/mod/core.html#options
    # for more information.
    #
    Options Indexes FollowSymLinks MultiViews

    #
    # AllowOverride controls what directives may be placed in .htaccess files.
    # It can be "All", "None", or any combination of the keywords:
    #   Options FileInfo AuthConfig Limit
    #
    AllowOverride None

    #
    # Controls who can get stuff from this server.
    #
    #Order allow,deny
    #Allow from all
    Deny from all
    Allow from 127.0.0.1

</Directory>

Method 2

You can also use .htaccess files to limit who has access to a directory. In order for .htaccess files to work you first need to enable them. Open the same file I referenced in method 1 (/etc/apache2/httpd.conf) and go to the same configuration block I mentioned before (at approx line 195). You'll need to change (at approx line 215):

AllowOverride None

to

AllowOverride All

Once you have done that you can create a file called .htaccess in any folder on your web server with the following information:

Deny from all
Allow from 127.0.0.1

That will prevent anyone besides your local machine from accessing the contents of that folder or any of it's subfolders.

Conclusion

Method 1 has the benefit of not having to worry about accidentally deleting .htaccess files or worrying about multiple configurations. Method 2 makes it very simple to only restrict access to certain directories of your webserver.

Also note that the .htaccess file must include that period at the beginning of the file name (it's .htaccess not htaccess) and that when you want to view your local webserver you have to do so by going to http://localhost (you can't use [your computer name].local).