I hear you.
If I could only have one, it would be the Capital One with 1.5% kickback on everything but that's a Master and no good for Costco.
Security is a minimal concern. In fact, the very reason I don't have any debit cards is the good fraud protection supplied by the credit card companies. They don't have your money yet, so there's no need to try to get it back like with a debit card.
They all have notification of use by e-mail or text if you prefer, and your limit is $50. They have detected fraud for me 3 times. In each case my liability was zero.
The worst risk is if their site gets hacked but consider that even without any internet participation at all by the customer, banks still have all your personal information online just waiting to be compromised. There is no hiding from this.
I always thought I would resist a cash free society, but since they pay me to use the cards I gladly do so. I'm such a whore.
