Although some sites have secure connection to each machine, there are still
many that don't have secure connections. This means that the guy right next
to you might be sniffing your connection.
Keystroke Grabbers
A common trick is to take those programmable keyboards and save keystrokes
on disk (or mail them out.) A TSR or Extension can do the same thing. CCSO
sites are pretty well protected from this but other sites might not be.
Shoulder Surfing
Be careful about typing your password. Type it quickly and make sure no
one is watching at the time. With a little practice it's quite easy to
steal passwords this way.