You can also install a plugin that allows you to put your blog in "maintenance mode". When someone brings up your domain there will be a "under maintenance" message rather than your incomplete site. I use http://wordpress.org/extend/plugins/maintenance-mode/
Just a thought I had - if people are Googling your name and coming up to your site, wouldn't it be better to have a maintenance mode page up? I wonder what shows if you mark it as private? Personally, I wouldn't want people to see my site is marked private and then never return to it.
I have a WP site that keep private like you seem to want. I just installed a plugin called Private WP that turns your blog into a membership-only site. When you go to the URL, instead of showing the main page, it just gives you the login screen. Once logged in, you can see the site.
If the site is indexed and getting some traffic, I'd redirect it to one of my other sites. If you leave all the files and database on your server and redirect the traffic you'll save all your work and maybe keep a few visitors too.
I wondered about your issue with Private WP showing pages and checked the plugin site. It says it's not yet compatible with WP 2.6 and later. The site I have it on works fine, but I'm running an older WP version. Hopefully, the plugin will be updated sometime.
Well, Shel, you probably took care of this months ago, but here's an interesting privacy plugin that I ran across that works with current (2.9.1) versions of WordPress. It's called Absolute Privacy. I haven't used it yet, but Keith Kogane over at WF uses it and he knows plugins quite well. I'll check it out soon, too.
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