I just came across this article about not leaving mail in your car. Your mail contains all sorts of personal information that is of value to a thief. And if a thief has a copy of your bank statement and your home address, the balance just might convince them that a home invasion could be a profitable undertaking.
Do be careful.
As the PGP article also points out, you need to get a good cross-cut shredder and use it to shred “anything and everything” that you don’t need. You should also use a locking mailbox. While driving to the post office to pick up your mail can be a bit of an inconvenience, you can usually find one close to where you work or shop and the cost is minimal (and if you can find one within walking distance of your home, walking to the Post Office to check your mail would be an easy way to add some exercise to your daily routine). Consider it “cheap insurance”.
Now if you’ll excuse me, I need to go to my car… 