I had the exact same thing happen to me when I came over here two summers ago (kinda hard to regularly check accounts from another continent without a cell phone, though heaven knows I tried, and waited a week until they said my next paycheck had arrived before using my debit card.) That was at United Heritage Federal Credit Union (with which you may be familiar; much of their accounts consist of military personnel.) When I protested they did agree to expunge about $150 worth of service charges for things like a pack of cigarettes and bottle of coke, but made very clear that was a one time exception.

In general, however, I do prefer credit unions and small banks to large banks; I tend to look at business the same way you look at government: Small and local is best, because more accountable and less power crazed. With a credit union you are a shareholder, not just an account holder, which can have nice benefits; my moms credit union is forbidden by law to make a profit so, since they regularly have more revenue than expenses, they just as regularly split the excess up among the members.