The bank suggested maybe a company I'd used had been done over or similar and they had the card details from the receipt.

Forgot about the 3 digit thing on the back, your right it is strange how they got that

I'll have a better look over my account transactions online and see if I can spot any dodgy looking payments.

I too wondered why they had it delivered to my address, I always get the option of having it delivered somewhere else when ordering something, just in case your not able to be in the house when they deliver.