It sounds like you are ahead of the game. Since you asked for advice, here is mine:

Your credit profile will suffer because your debit card isn't reported to the credit agencies. This means you will actually get punished when you decide to purchase a new car or house, because it will look like you never had credit.

So first, figure out what kind of credit card you want. There are airline affiliated credit cards, hotel affiliated credit cards and other loyalty program credit cards (like eBay anything points). Pick a credit card affiliated with the airline/hotel/etc., you plan on using the most. My personal preference is airline mileage, but I will be making several trans-pacific trips. You might find free holiday stays better. You have a lot of choices.

Get a revolving credit card (but avoid Capitol One at all costs). Any credit card is better than none.

If you get turned down, don't sweat it. Go open the mall and open a charge account at places you shop at anyway, like JC Penny's, Macy's, etc., or apply for an American Express charge card. Use it and pay it off to build you credit.

Once you have this card, don't ever cancel it. If you don't need it, put it in your sock drawer or cut it up. You want a positive credit reference open forever. The more years of positive credit history you have, the better.

Call once every year or two and ask for an increase in credit if you can. You are judged on your debt to credit ratio.

And I wouldn't worry about running up your card. If you are using a debit card, it will be the same thing, just pay it all off at the end of the month.