Lets see, have your credit card compromised and the maximum amount you can be responsible for by law is $50.00, and it is almost universally accepted that the card company will eat that $50, so you are out zero. The alternative to credit cards is to carry cash and if you are robbed, your liability is however much you had in your wallet and you aren't getting any of that covered by your bank. On top of that, no one has ever been beaten, stabbed or shot by someone who steals your card information with a card sniffer. I'll stick with cards, thank you.
BTW, it would be highly unlikely that the theft the OP suffered started with the gas station. There are tens of millions of stolen credit card numbers available on the internet black market. Once someone uses your number there will always be a the last transaction before the theft on your card, that is a certainty. One minute your card wasn't compromised, the next it was. The gas station being the last good charge was just an inevitable coincidence.