It is scary these days! I don't check as much as I should though do tend to look at cash machines in case they look tampered with and use another one if I'm not sure, not easy round here though with the amount of skanky ones lol :)
Another one to watch is being given your card back, I got done by this one once when I went to get cigs and cashback in a supermarket when I was a bit tipsy. He was chatting away and didn't realise until after a few more drinks and a taxi home and getting to the till in a corner shop by me that I didn't have it.
Thank goodness, Barclays had noticed unusual transactions and stopped the card about 3 hours before I even realised it was missing! It still took me a while to get the money they'd taken out before that back though.
I could never prove it was the lad in the shop although I went in there once after when he was on the till and just stood in the long queue looking at him, his reaction said it all, he was sh*tting himself! Didn't say anything to him, just freaked him out a bit then left.
A friend of mine had someone buy Utd tickets through his bank account recently and another friend has his account wiped shortly after using a cash machine.
I also caught out a van hire company who put through a load of extra charges they weren't entitled to. If I hadn't spotted it on the bank statement I'd have been none the wiser.