To build an effective security policy, Check Point recommends employing a Cleanup Rule and a Stealth Rule. The Cleanup Rule ensures that any traffic which does not explicitly match a higher-priority rule will be handled properly, typically by logging and dropping the traffic to avoid unintentional security breaches. The Stealth Rule is used to protect the security gateway itself by ensuring that it cannot be accessed directly except under very specific conditions, thereby maintaining its integrity and preventing unauthorized access.