If trips to the ATM make you uneasy, there's a good reason to be cautious. Thieves, of course, can come right up to you as you're using your debit card to take money out of the bank.
More sinister, they can remotely steal your ATM credentials. They use a technique called ATM skimming.
Crooks use a skimmer, or a card reader, which scans the information on your card's magnetic strip. They use cameras to see you input your PIN. Note: Those strips are disappearing; find out why.