Yes I'll admit to having my card 'compromised'
Early morning call from my bank using the landline to call me at my UK home asking if I have recently withdrawn $500 form a facility in Canada.
Der wot - you're calling me at home in the UK asking if I have used my card in Canada in the last 2 hours!!
Hmm only recent use ( in the last 5 months) of that card was when I used the debit card in a store:
I put the card in the reader
I covered the keying hand with the other one, and made sure there was no way the keypad could be seen from behind me....
I later found out that the store had been 'scammed' by a maintenance call that put recorders inside their handheld's that phoned a contact centre in Canada with the details of the days cards!
So you being careful isn't enough!
Ideally ensure that the accounts for any debit cards you use do not have a large amount of extra cash left in them.
And - check your Bank and Credit card statements.
And - do remember to check that you get statements when you should expect them.