Make no mistake: it really sucks when your WoW account gets compromised. Even with the speed with which compromises are handled by the support department nowadays, it's still a pain to have to wait to get your stuff back -- and it's even worse to know that someone was in there mucking around with your dudes, you know? Blizzard's been better about helping people with account security problems recently, like giving out free authenticators to some hacked accounts and offering a free phone-in authenticator service, but in the end, a lot of the responsibility falls on you the player to keep your account secure.
To that end, Blizzard has assembled a new account security guide. It's a pretty comprehensive list of the steps you can take to secure your account, from getting an authenticator to learning how to recognize phishing emails to making sure that your computer itself is secured through the use of antivirus software. Learn it, live it, love it. In account security, as in Planeteering, the power is yours.