One of the best consumer finance guys I know used to say never, never, never, never, never, ever use a debit card. I don't know if he still says that, because I haven't heard him in a couple of years, but he points out that unless your bank has agreed to treat a debit card with the same protection as a credit card, every time you pull it out you put your entire account balance at risk.
If someone steals your credit card, the most it will cost you is $50, and probably not that much if you report it immediately.
At our bank, we could lose $1,000 per day on the debit card, and keep on losing it even after the account was empty. Needless to say, when we found that out, we took them into the bank and cut them up in front of them.
Also, many stores, gas stations, hotels, etc., put a hold on your debit card that may take as much as 5 days to come off.
I know some banks have agreed to treat debit cards the same as credit cards, so the above may not apply to yours.