Security - attempts to login to my site

It looks like my site has been under some kind of attack today. I have a plugin called Wordfence installed and it sent me messages telling me there have been attempts to login by a certain user and that the user was locked because of too many attempts. I received over 40 of those messages listing different attempts from different IP's in different countries in approximately 30 minutes.

I wanted to know if you have any security plugins that can help me avoid/fight attacks such as these, and if you can recommend any practices or steps I should take if it happens again so I do not just sit down and wait for them to stop.

Thank you.