Offline protection

Shred with a criss-cross shredder, everything that has your date of birth, social security number, signature, bank acct #, credit card #, tax ID#, balance transfer checks (unless of course you are planning on using them), credit card applications, etc. I don't go crazy here with mail that just has my name and address on it because that's public info, easy to get and it would be a part time job to do it! Be careful with some credit card companies who have sales/loan/special interest acct information on pages behind your normal account info pages. Often these pages have you full account number on them. Be sure to shred that part of it.
All it takes to run your credit report is your name, address, social security number and date of birth. Do not give your date of birth to anyone you don't have to. Never give your mother's maiden name to anyone except your back and credit card company. If they insist on one, and it's not a large institution, use a fake one; just pick something you'll remember.
Do not carry your social security card with you. Preferably, keep it in a safe at home or safe place no one would look. Don't give the number to just anyone.
Don't carry all your credit cards in your wallet at the same time. Keep only the necessary ones in it.
Unless you called the company directly yourself, do not give people over the phone, who claim to be from a certain company, any info without getting some proof firs