Every piece of mail, every old bill or medical record, ANYTHING with my name or address, gets shredded or burned when no longer useful. I purchased a heavy duty "embassy grade" shredder (lol) which I have never regretted. I can scatter all of the shred over the snow, and no one will even notice until Spring.
IMO the biggest threat to personal privacy, and to our identities, is the increasingly centralized storage of personal information - regardless of who is collecting it. One hack, or one bribe, can compromise the identity of millions.
Even worse when the central hub of information is a government entity, where "open records" laws can legally be abused for nefarious purposes. I found it especially troubling that prior to the November election, DW & I were receiving unsolicited absentee ballot requests from partisan organizations... who demonstrated that they knew our voting history, and whether or not we had already requested a ballot.

And perhaps willing to cast a vote on our behalf, if we did not?
In 2013 I was informed that personal information concerning my military record had been compromised. Hackers (allegedly Chinese) penetrated the OPM, which holds (among other things) the personal information of anyone who has ever applied for a job requiring a background check - whether they were hired or not. Think about it... someone has potentially damaging information on almost every federal government employee, military or civilian - 18 million people, including many of our current career politicians. Curiously, for perhaps the biggest act of espionage in U.S. history, there was never any public action taken against the alleged perpetrators.