We all know that our credit cards and ATM cards have magnetic swipes on them. And, we should all be familiar with the scam in which a bartender or waitress swipes our cards twice: once for the actual transaction and a second time to retain the data for themselves. Since I am not willing to forego restaurants, I designate a particular credit card for these transactions and scan my statements carefully for fraud.
By now, we have all heard of ATM skimmers that fit over the top of existing ATM units. These skimmers grab the magnetic strip information and also grab your secret PIN code. For a great picture of one, see the following URL and notice that you can click each of the pictures to see a close-up:
http://gizmodo.com/5904949/this-skimmer-is-why-you-should-be-nervous-at-atms/gallery/1
To avoid these types of skimmers, there are two basic tricks. First, you can hide your pin from the cameras by cupping your hand around the keypad while you type. Second, you can validate the ATM unit has not been skimmed by pulling on the card slot, to see if a piece comes off in your hand.
Here is a different example of a skimmer, which looks like part of the ATM itself.
http://consumerist.com/2009/04/heres-what-a-card-skimmer-looks-like-on-an-atm.html
Just this month, the following even smaller skimmer was found INSIDE the card slot. This version does not include a camera, so I suppose the camera would be mounted somewhere, or a pin pad overlay placed to gather the associated secret codes.
http://boingboing.net/2012/07/24/atm-skimmers-that-fit-in-the-c.html
In any case, be careful with your ATM card!