There wasn't necessarily a great deal of it. McKinley was shot by an anarchist while he was shaking peoples' hands at the Pan-American Exhibition in Buffalo. No vetting, no metal detectors (of course not, as they weren't invented yet), not much more than "here is a line, stand in it and greet the President of the United States". Indeed, all Leon Czolgosz had to do to get a gun close enough to McKinley was to hide it inside of a newspaper.
That being said, there not being a great deal of it in 2013 terms was still considered a lot in 1901 terms. Remember, the nation had witnessed 2 Presidential assassinations in the previous 35 years, and on top of that McKinley was one of several heads of state who were murdered by anarchists in the period from 1890-1910.
Considerable arrangements had been made for the President's security. Exposition police were stationed at the doors; detectives from the Buffalo police guarded the aisle. In addition to McKinley's usual Secret Service agent, George Foster, two other agents had been assigned to the Buffalo trip because of Cortelyou's security concerns. Babcock was made nervous by a joke at lunch in an Exposition restaurant that the President might be shot during the reception. He had arranged for a dozen artillerymen to attend the reception in full-dress uniform, intending to use them as decoration. Instead, he had them stand in the aisle with instructions to close on any suspicious-looking person who might approach the President. These men were not trained in police work, and served to crowd the area in front of the President and obstruct the views of the detectives and Secret Service. At such events, Foster usually stood just to the left and behind McKinley. However, Milburn wished to stand to McKinley's left to be able to introduce anyone he knew in the line to the President, and Foster and another agent instead stood across the aisle from McKinley.
Compare and contrast with Charles Guiteau's shooting of James Garfield, which came as Garfield was exiting a train. He had no bodyguards at all; apparently, Lincoln was the only President at the time who had used them.