I know that some have had the bad luck of being hacked. This is a little help to how not to.
1. Don't ever go on websites, that someone, that claims to be from blizzard or battle.net, whispers to you. Even if they say a lot of crap about that your account is unsafe. Blizzard will NEVER whisper you, they use the "GM chat system". Report the player at ones.
2. Never give your password or login to anyone ingame. Blizzard doesn't need your password to open your account, so they will never ask for it.
3. Be very careful about email that claim to come from blizzard or battle.net. Some are from fake site, like battlenet.com or something like that.
4. Don't buy gold! Goldsellers are hackers, that have stolen the gold from some other player and there is a very big chance if you buy from them, the same thing will happen to you.
If you follow this simple rules, the chance of your account being hacked will be a lot lower. Not a 100 procent safe, but close.
Think i got it all, but if i missed something, please let me know.