For the most part all they require is an email address for the account on their site, and then an in-game name to deliver to. The most I've seen a site ask for is a phone number, so they can call you if you're not online and they are trying to deliver your order.
Unless you pull something like using the same email for your paypal account, MMO account, and gold site account, and then somehow having the same password to all three, I don't see how they can take your information and hack you.