I always type a couple of fake digits without fully pushing the buttons down when typing in my pin. Even if you cover your hand, they can use an infrared camera and see which buttons where touched in which order by the fading heat traces after you remove your hand. (Although maybe I could cover my fingertips in silicon tape.

)
I also never type passwords direct on my computer. I open a text file that has all the letters of the alphabet in it, and I cut and paste a couple of the password letters from that file so that a keystroke logger can't catch all the info.
Paranoid?
Maybe I've been watching too much CSI.