You can set your Drupal site in off-line mode, while it is being developed. Just click Administer » Site maintenance. There you can set the status to off-line. If you wants, you can also set your own custom off-line message. When set to Off-line, only users with the administer site configuration permission will be able to access your site to perform maintenance; all other visitors will see the site off-line message configured there. Authorized users can log in during Off-line mode directly via the user login page.