We have been hit once since we moved out here in the woods. I rented a PO box for the important mail. Magazines and such still come to the house. We put up a cheap box. They make some that are steel and made to withstand vandalism but they are a little pricey.
I have friends that are targeted so often that their mailbox is mounted on bracket that fits the post and is removable. Doug puts the mailbox out in the morning when he gets the paper. After the mail is delivered, the mailbox comes in the house with the mail. All that is outside at night is the post. It has saved them from having to buy new boxes.