I don't play myself but I know several people on my friends list do. There is an
article on slashdot today about a technique used to gain access to WOW accounts. Apparently there is enough value in selling off the goods and gold that a player has accumulated to make this worth while. Its also a lot easier to snag your WOW login info than it is to get credit card information since its easy to know when a user is logging into WOW and not so easy to know when they are filling in the order form for some online store.
Anyway, as always, be careful out there.