I don't worry about CC theft. It happened to me recently and the biggest pain was that I now have to memorize a new card number after having the same one for 18 years!! My CC company was wonderful about everything and since I check my bill every month line-by-line I caught it fairly shortly after it happened.

The way they got me is one I'd never heard of. When you hand your card to someone and they scan it, sometimes they'll also scan it in a separate machine that records everything. They then sell this info for quite a bit.