Skimmers are the hardest type of fraud to detect. Restaurant staff can scan your card as they total your bill, ATM machines can be outfitted with thieves' skimmers, etc.
Always use a credit card at a restaurant and gas station. Credit cards are more protected than debit cards.
Detect skimmers on ATMs, gas pumps, and store scanners by wiggling and pulling at the slot you would swipe your card at. If it comes lose, then report it to the authorities immediately.