Some materials to avoid shredding are paper clips, cardboard and heavy card stock. They may bend the teeth of the shredder and strain the motor.
Cross-cut shredders provide higher security, but are generally more expensive and often need more maintenance than a strip-cut shredder.
If you're purchasing a very large shredder, the lid and shred mechanism may be heavy or cumbersome, so look for a side-loading or slide-out basket rather than a unit where you have to lift the top off to empty it.