I have to disagree with Chris and swordspres that "you don't need to worry about this" and that it is "placebo".
RULE #1: Obfuscation translates to increased security.
Many botnets are designed specifically to look for "wp-login.php" or "/wp-admin". If you can write HTACCESS to reject direct calls to those locations, doing the URL rewriting server-side from other URLs instead, then you will not only be adding a defense to your security which bots are currently not accustomed to being prepared for, you will also be saving your server the resources that would have been given to all those bots that would have otherwise identified your site as WordPress and subsequently began attempting brute force and other hacks, in addition to comment spam, etc.
If you can get it done, and ensure that it is compatible with all your plugins and themes, then I'd say by all means GO FOR IT: your security will be improved and you will conserve server resources.
So in the spirit of helpfulness: there is a related and very helpful discussion on StackExchange.