Warning: some minor spoilers for Harry Potter and the Order of the Phoenix ahead. You have been warned.
Aurors are a rather esteemed profession in the world of the Harry Potter novels - they are much akin to US Marshals, hunting down and bringing to justice wizards that have gone over to the Dark side of magic, especially those who have been caught using one of the Unforgivable Curses. They tend to work alone, which helps to breed a bit of paranoia into them. (You'd be paranoid too if you were dealing with people who woud kill you and everyone around you in a heartbeat.)
Becoming an Auror is not an easy task. In order to be accepted into the Auror training program, a wizard must have achieved a rating of "Exceeds Expectations" or "Outstanding" on the N.E.W.T. Exam in Transfiguration, Charms, Potions, Defense Against the Dark Arts, and one other disipline; as well as have a clean record with the Ministry of Magic. If the candidate passes the entry requirements, then they enter into a training program where the skills needed for the job are taught, preparing the candidate to deal with the worst that wizardkind can produce, as well as testing the candidate's character for any defects that could potentially be exploited. Finally, the candidate is tested, and if he or she passes, he or she becomes an Auror, with the authority and responsibility that the position brings.
It is telling of the difficulty of becoming an Auror and of the risks of the job that it has been three years since a new Auror was accepted by the Ministry (as of the time of Harry Potter and the Order of the Phoenix). Still, Aurors are regarded highly among most wizards, and feared by practioners of the Dark Arts.