The amount of work that would go into making that doable is not-insignificant, and the number of attacks it would prevent would be so small as to make the effort basically wasted.
http://codex.wordpress.org/Hardening_WordPress#Security_through_obscurity explains what you CAN do that way to make it a bit safer, but if I could find the link, I'd toss you to the one which explains why your theory, while sound, simply doesn't work in the long run and is wasted effort. It IS a great idea, but it doesn't consider the fact that most attacks are via bots, who know very well how to scan :/
I'd suggest, instead of putting in that effort, to make sure of the following:
1) My SERVER has good security - That if someone logs in as me, they can only screw up ME and not anyone else on the server.
2) My server has a good firewall.
3) That I'm using good file/folder permissions
4) I have a good password
5) I'm not doing something stupid (like the ONE time my server was hacked, I was on a non-virus protected Windows XP box, and I saw a weird pop-up. I KNEW I should use ssh/sftp but I didn't. I was an idiot).
For plugins, try things like Login Lockdown and Bad Behavior to stop hack attempts. Also consider these: http://www.wptavern.com/top-5-wordpress-security-tips-you-most-likely-dont-follow
There's a LOT you can do to make things safer, but moving wp-admin won't help in the long run, since that's generally NOT the point of attack anyway.
