Protect your PIN or security code. Memorize it - don't write it down. Don't leave credit cards in your vehicle, it's another top spot for theft. When travelling, carry your cards with you, in a secure place. Report lost or stolen cards immediately.
Most illegal charges occur within days of credit card theft.
Sign the back of a new card as soon as you get it, and destroy your old card so no one can use it. Make a list of all your cards and numbers for easier reporting if lost or stolen. Always check your monthly statement. Make sure the charges are yours. Never give your card number over the phone unless you have initiated the transaction.