I don't think anyone has yet done a full analysis, but this latest incarnation of MAC Defender, which first appeared last weekend (it has subsequently changed names several times and is now called MacProtector) appears to be no more harmful than its predecessors. The only difference I've been hearing is that it now appears to actually do some kind of fake scan of your drive and then, maybe, "phone home." But with what data, I'm not sure. This I don't like.
I would certainly change my password if I'd been infected. And, another word of advice: don't get into the habit of using the same password for multiple purposes. Never use an ordinary word of any kind, i.e. one that can be found in the dictionary (some exploits will employ a "dictionary attack;" they will try every single word from the dictionary), choose a relatively long password from random letters (upper and lower case) and numbers and characters from all over the keyboard.
As far as I know -- but, as I said, I haven't yet seen a full analysis of this latest variant -- if you've removed the program from your Applications folder and from Login Items, that's it. No lingering after effects. I think they are after money and credit card numbers. If you've given your credit card information, call your credit card company to cancel the charge or place it in dispute. And cancel that card immediately.
You can be much safer, in general, on the Internet with Firefox and the Add-on NoScript. Many exploits employ weaknesses in JavaScript, which is used extensively on web sites. NoScript filters JavaScript.
http://noscript.net/features
If you want even more protection against programs that "phone home," get Little Snitch.
http://www.obdev.at/products/index.html