I will not go through the complete overview of advanced SSH. For that, you may either use a search engine or read the following articles: SSH Advanced Techniques; Advanced SSH Usage; SSH Host Key Protection; ssh-keygen Tutorial; and SSH authorized_keys howto. What I will provide, though, are three quick commands:

Generate new public/private key pair, using RSA as encryption type and key strength as 4096 bits:
ssh-keygen -t rsa -b 4096

Change the passphrase used in the key
ssh-keygen -f id_rsa -p

Check the fingerprint of a public key
ssh-keygen -f id_rsa.pub -l