If you wan't a server with all of the hot stuff, starting with a web server is good. May I ask what type it is?
Anyway, vulnerabilities are occurent in any piece of software wether you know it or not. Basically, who is to know how secure you are. May I simply suggest a software and hardware firewall to aid you on your journey?
As for FTP server, you may want to kill two birds with one stone and use Synchronet. You can set up a BBS and an FTP server all in one.
As for a chat server, IRC sounds like the way to go, but I hear that they are really a pain to run, but also there is a simple daemon that will work.