Put anything of importance in a mailbox in front of your house with the flag up
Use high traffic area mailboxes with multiple pickups, or go to the post office
Buy a shredder.
Take your name off magazines before giving them away.
If you are going out of town, even for the weekend, ask a neighbor to pick up your mail. Do not leave it in the mailbox overnight, if possible.
Look at credit card bills immediately, at least within 72 hours, to ensure they are accurate.
Think about where you leave your mail within your house. How many people who come in and out may have access to it?