Not much you can do now, after the fact.

As others have said, attach an authenticator to your account.
It can be the keyfob or the iphone application, or the dial in authenticator (although this last is not 100% yet, it's better than nothing).

Blizzard support will likely restore everything for you.
Be polite when you talk with them.

Sorry this happened to you.

You acquired a Key Logger somewhere.
That could be from opening an email, with a link in it... one of the fake Blizzard messages or whatever.

You could run Firefox with NoScript and AdBlock addons.
That is a little more secure, than say Internet Explorer.

Not really sure what to say.

Nothing will likely help now, but something might help in the future.