1. Stay away from sites that don't have
https:// at the start of their URLs, when entering transaction info. This is a very common problem. Most smaller companies don't want to pay the 500+ US to have Verisign vouch for there SSL certificate. Using an unsigned certificate with a small explanation on the site, explaining why a grant access window pops up. Is much more secure then having nothing at all.
2. Avoid sites that store your credit card info. Many of the larger sites now have a check box asking if you want to have them remember your card info. The payment gateway company will still store your card info, but they are generally more secure then the average e-commerce site.
3. Shop from the larger older ecommerce sites. This may have not been the smartest thing to do in the past. After being a few years in operation. They have more experience and manpower to insure everything is secure.
I would stick with DirectNIC if I were you. They have been in the business for a while. They have a very good support staff, and they also have a really good domain maintenance interface. I am planning on soon switching my domains over to them from OpenSRS.org.