One of the ways they are stealing your information these days is with "skimmers." The crook goes to a gas station and attaches a special, easily concealed device to the credit/debit card reader on one or more pumps, and it proceeds to collect cc/dc information for a day or two, then they come and retrieve it and download the data. A few minutes later, it's in Brazil or Hungary or someplace and charges are being made to your card.
If you use pay at the pump, make sure you carefully inspect the credit card slot first and notify the management if anything at all looks out of place.