Another way to protect yourself is what my hubby and I do.
We have a credit card with a low limit. Anything we buy on the internet is purchased with this card, so if someone steals the card info they can't cause too much damage. We have another card with a higher limit that we use in person only and never on line.
Several times the bank has called to increase the limit, but we always tell them 'No'. It's just another layer of protection and it's kind of funny to think that if it's stolen, the theif will be so dissappointed when they can't go on much of a shopping spree...