Quickly Protect Whole WordPress Site

Some WordPress sites aren’t for public consumption.
Chuck this in your functions.php

add_action('init', function() {

  $uri = $_SERVER['REQUEST_URI'];
  if(!preg_match('/wp\-(admin|login)/', $uri) AND !is_user_logged_in()) {
    header("Location:" . get_bloginfo('url').'/wp-admin/');
    exit;
  }

});