You can get a free credit report online at Annual credit report, unlike some other free reports you do not have to enter your credit card details or any other financial information.
After joining they send a password to your home address to allow them to check that you are who you say you are and then you are given free access to your credit report as long as you received monthly emails from them.
Reviewing your credit report regularly can seriously reduce the chances of being a victim of identity theft.