Protecting yourself from fraud is mostly YOUR responsibility - in some cases, as you know, big companies can get hacked and personal data can be stolen, but in most cases fraud isn't the result of big data breaches - it's because someone simply gave their password, personal information, or credit card information to someone they trusted and shouldn't have.
A few pointers that may help you out:
1) Never give your password to anyone - this seems basic, but it's a common mistake - in some cases, you may get a phone call from someone claiming to be from your bank, your telephone company or some other company that you know and they claim that they need the password for what seems like a legitimate business reason - it isn't - don't give it out!
2) Never leave your computer logged in, and available to someone else to use while you are not near it - at least sign off your personal profile. Do not leave laptops anywhere public and unattended - especially in parked cars!
3) Pay attention to who is listening - on a train, on the bus, in a restaurant - there are ears everywhere - be aware of your surroundings when discussing your personal finances.
4) Cover your keypad - when using an ATM, or a keypad anywhere (such as a grocery store or gas station), be aware of anyone close by and cover the keypad so they cant see you entering your PIN