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Many people find it convenient to leave their outgoing mail in their mailbox. This is not a good idea if you have any identifying information on the papers inside, or if you are mailing checks. People have been known to take your mail, open it, and get into your checking account, or use your bank account, Social Security, or other identifying information to steal your identity.
For safety's sake, deposit that type of mail in a Post Office mailbox.
Source: Heard on the radio
To eliminate the chance that identity thieves will tamper with your personal mail, consider a mail box that locks, or a mail slot in your front door which drops the mail inside your home.
Avoid the stress of knowing where your mail is and if it has been delivered with Informed Delivery from the USPS. This is a guide about using informed delivery from USPS.
If you're someone who travels or is concerned about your mail being lost/stolen when you're not home, a security mail box can help. By having a secured mailbox with a key lock, it can prevent people from attempting to steal your mail and provides you a sense of relief if you are expecting urgent or important mail. 
Also, as a safety precaution, no one will know when you brought your mail in or if you are out of town. With my previous standard mail box, it was very obvious if there was mail all the way from the street. The reason I upgraded my mailbox is because the news was saying many people locally have been getting their mail stolen and this mailbox makes me feel more secure.
