Adhesive or sticky paper can lead to paper jams which will bend the teeth of the 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.
A 'bin-full' indicator will prevent you ending up with an overflowing basket and a big mess in your workspace.