Our cards were 'compromised' a while back. We had to get new cards, new numbers, new pins, the works, and notify merchants with permanent withdrawal rights of our new numbers.
A little machine is used by professionals, it duplicates the entry at the store digital entry. In one case reported here, the store owner wasn't aware of the 'bug' or whatever you call it, which had been placed below the machine and terminals.
"Following your card to the register" doesn't prevent sophisticated schemes, there is no 100% was to protect your credit numbers.