There are not many things you can do about someone hacking Adobe and stealing account details or breaking into an office and stealing hard drives with your data.
One thing you can do is not use the same password for everything. You could try clustering e.g. things you don’t care too much about have one password, a smaller number of important services have a different password, and your few absolute essential services (e.g. Banking) each have their own password.
You could also use a bucket load of passwords and manage them with a password management program, there are some good options about.
I would still keep my banking info separate, just in case.
There are some ways to avoid becoming like the 2 million people on Facebook, Gmail and Twitter who had their login info nicked via a virus based key logger.
Get a good virus scanner and use it often
One thing the recent hack did expose was the top passwords people use.
123456???? Even if you where born in the fifties there is no excuse for that.
If your bank password is 123456 (or something equally stupid like ‘bank’, or your account number) run your virus scanner immediately (full scan, not quick scan) then change your password.