(Source: Wisconsin Bankers Association):

• Sign new cards as soon as you receive them. This makes it possible for the store clerk to check your signature against that which is signed on the receipt. Counter to what some people believe, signing your card does not make it easier for criminals to forge your signature. Studies show forgers can get very nervous when trying to match an actual signature they know will be verified.
• Either memorize your personal identification number (PIN) for automated transaction machine (ATM) usage, or keep it in a separate place from your card. Never write the PIN number on the card or write both the card number and the PIN number in the same place.
• When using your credit or cash card at an ATM, supermarket, gasoline pump or anywhere else, be sure you take your receipt with you. It is a good practice to keep your receipts until the next statement comes to verify all purchases. If you choose not to, discard receipts yourself rather than assuming a salesperson will do so. Never throw them away at the site of a purchase or in a public trash container.
• Make sure clerks give your card back and not someone else's. Also, put your card away immediately after a sales or ATM transaction. If you've just received cash, secure it before walking away from the ATM.
• Though most companies have converted to credit card slips that do not use carbon copies, a few still do. As a precaution, destroy carbon copies of receipts, copies of airline tickets, travel itineraries or anything else that displays your card number.
• Don't use an obvious PIN, such as your birth date, your telephone extension, or consecutive numbers.
• Check your credit cards periodically to make certain none are missing and carry your cards in a secure place. When shopping, only take those cards you plan to use.
• Keep your account records in a safe, confidential place at home along with a list of all your account numbers and the phone numbers to call for each if there is a problem.

If your credit card is lost or stolen, contact your card issuer immediately. Write the 800 numbers from the back of your credit cards in a separate, easily accessible place so you can call immediately if they are lost. Although there is no time limit for reporting unauthorized charges, reporting a lost or stolen card before it is used in an unauthorized purchase reduces your liability. If the card has been used before you report it lost or stolen, your maximum liability is $50 per card.