While I was away from home in the UK, we received a nice little booklet in our household mail from the US Postmaster General, John E. Potter. The enclosed brochure, "Deter. Detect. Defend. Avoid ID Theft." is a publication from another government agency, the Federal Trade Commission. They have a fantastic portal website at www.ftc.gov/idtheft with many easy to understand articles on topic.
The contents of the booklet go through the typical ways that id theft occurs: dumpster diving; skimming; phishing; fraudulent change of address forms; and old fashioned stealing. Some of the agency's advice for preventing id theft include old chestnuts such as shredding any mail or documents you are discarding that include financial or personal information; guarding your use of personal information; avoiding phishing attacks by not clicking links in email, Instant Messaging; and using complex passwords.
One thing they fail to recommend is to install a locking mailbox. I thought that to be an ironic omission since the tips booklet came courtesy of the US Postmaster and misuse of the mail is such a common id theft front. Locking mailboxes prevent someone from removing checks, bills or other personal, financial information from your incoming mail. It doesn't prevent the mail carrier from delivering your mail. We recently installed one (purchased very inexpensively from Home Depot) and it's worked out very well for us. You just need to keep your own mailbox keys in a secured area (and not like us, occasionally forget where that area is.)