^^ Was going to link that article.
The short answer is, "You can't." Even big vendors have lost their records ('member Target?) - there is literally nothing you can do.
This is one area where I very, very strongly disagree with Dave Ramsey - I do NOT use my debit card anywhere, unless I absolutely have to (and I'm as likely to carry cash for that as I am to use my debit card). Debit card gets used at Costco and Winco, and that's about it.
A few grand of fraud on my CC? *shrug* Annoying, at worst. CC company calls me, I say "Nope," and they've got a new card to me in a day or two.
A few grand missing out of my bank account? That's a whole lot more annoying to me, personally, than the "not my problem" that bad CC charges are. Even if I get it back, that's still annoying.
Discover is damned good at detecting fraud. I've had my Discover stolen a few times over the last decade, and they've been right on it, so I use that at sketchy places. Amex at gas stations, because there's a higher % cash back.
But it's not worth the mental effort to worry about it. Just carry a few cards, accept that you'll be replacing a few cards a decade from fraud, and move on.