A cross-cut shredder lessens the volume of the shredded paper, so that the wastebasket doesn't need to be emptied as often.
A 'bin-full' indicator will prevent you ending up with an overflowing basket and a big mess in your workspace.
Shredding your documents is the best way to protect yourself against identity theft. This type of crime has grown vastly in the last 3 years due to computer and Internet technology growing at a phenomenal rate.