You really have to work to protect your self from this crap.
Some personal advice:
1) Before you throw something away, look for sensitive info - tear it out and put in a separate container.
2) Ask to have your SS number removed from correspondence. Usually paychecks have this on them, including your address, which is all that is needed for ID theft. Vanguard (mutual funds) is notorious for putting SS numbers on letters.
3) Do not carry your SS card.
4) Check to see if your medical insurance card has your SS number on it. Usually they assign it as your member number. Obscure this number from the card.