I never use the Debit Option when using my bank card in a transaction. I always choose credit for two reasons:
A) When you use credit, the store pays the transaction fee, if any. I don't know if it's true anymore but last I checked, using a debit card and entering a PIN resulted in a small fee charged to the customer for the transaction.
B) The purchase and fraud protections granted by Visa (even on check cards) are reduced or even disappear when you use the Debit option and enter your PIN. If you don't transmit the PIN, you don't need to worry about a MITM decrypting it.