How to store private data on a Mac

How to store private data on a Mac

I have an encrypted .dmg file on my Mac laptop. The idea is that if the
machine is stolen, no-one could access it since I have a login password
and screensaver (my encrypted image is mounted all the time), and if they
mount the hard drive from another machine they would get nothing from the
.dmg file.
However, I'm wondering how much point there is to this compared to the
real risk picture. Questions I'm asking is:
Is the threat more likely to come from the Internet than through physical
theft? Does anyone have numbers of how many OS X installations have back
doors?
Would it be a good idea to separate out data I don't access so often and
put these on a memory stick, so that if a back door occurs, their bounty
is limited?
I opted not to use FileVault since I read articles on corruption and
slowdowns. Is this still true, or is it safe to use?
Is most hacking today about money (ie. find credit card numbers or bank
account codes), so that personal files like personal photos, creative
work, etc. is of little interest to others?