most "Hackers" aren't really hacking to get your credit info, they plant a keylogger in a 3rd party cookie (It was all made up for them) and if you have it and enter the credit info they can check for it and find it. The best way to protect against this is to have a key scrambler that encrypts your keys on the kernel level.
As far as credit fraud you can put a limit on how much is spent at any one time and report any illegal purchases on your credit, you fill out a form and they change your card send you a new one and remove the charges, some companies charge for large amounts but never as much as was stolen. If you're so worried about internet theft, shop big name stores and make the 1-800 call for your purchases it's not that inconvenient people did it for years before the internet.
Best protection is to not enter your info just anywhere don't do your banking online get a spyware and/or malware scanner for your PC in addition to your virus scan and get a key scrambler/encrypter.
Edit: There's also a service that guarantees they will protect you against identity theft of any sort give you warnings with big charges to your name etc for a fee every year. If you're worried you can check that out.
Edit 2: Most banks don't do much except encrypt the data from their end and keep it safe from their end and have a claim department where you can report theft of identity that's about it.. One of the most common things when that happens is they'll take 50$ and spend it on items at a major store and have it shipped hoping you don't notice it on your bill, another is they take money and transfer it from your card as a cash advance to Korea or Africa. My parents reported credit theft not long ago for 75$ at some clothing store. The credit company had a phone number address and name of the guy who did it but never filed any charges they just changed the info and reimbursed my parents.
