About a year ago, Equifax (similar to Experian) was subject to a hack and it was reported that data on over half a million UK users was taken. Personally, and what with BA sending out codes that don't work, I wouldn't bother chasing, or using Experian. Ask your bank to activate something called CIFAS, which makes it more difficult for people to use your details to get credit. Note that it can make it more difficult for you, too!
https://www.cifas.org.uk/
** EDIT ** : Thanks to dsf for noticing that I got Experian and Equifax mixed up. Experian wasn't hacked.