Set WordPress posts visibility to private by default. Source: http://www.paulund.co.uk/set-wordpress-posts-to-private-by-default

default-posts-to-private.php

<?php

//* Set WordPress posts visibility to private by default
function customprefix_default_posts_to_private()
{
	global $post;

	if ( $post->post_status == 'publish' ) {
		$visibility = 'public';
		$visibility_trans = __('Public');
	} elseif ( !empty( $post->post_password ) ) {
		$visibility = 'password';
		$visibility_trans = __('Password protected');
	} elseif ( $post->post_type == 'post' && is_sticky( $post->ID ) ) {
		$visibility = 'public';
		$visibility_trans = __('Public, Sticky');
	} else {
		$post->post_password = '';
		$visibility = 'private';
		$visibility_trans = __('Private');
	} 
?>

	<script type="text/javascript">
		(function($){
			try {
				$('#post-visibility-display').text('<?php echo $visibility_trans; ?>');
				$('#hidden-post-visibility').val('<?php echo $visibility; ?>');
				$('#visibility-radio-<?php echo $visibility; ?>').attr('checked', true);
			} catch(err){}
		}) (jQuery);
	</script>
	<?php
}
add_action( 'post_submitbox_misc_actions' , 'customprefix_default_posts_to_private' );