I don't entirely agree with benjammin. I bank, shop and do my taxes via the Internet. As a home (not corporate or government) user, if you take reasonable steps to keep yourself secure your chances of suffering from a compromise can be significantly reduced.

However, if you are targeted by an advanced attacker, they're very likely to succeed.

With every risk you can choose to mitigate it, accept it, or insure against it. I've chosen to mitigate my risks significantly, and I also bought an identity theft rider with my homeowner's insurance.