Look for cross cut, which is what HM mentioned. I bought a Fellowes one which has really rubbish reviews on Amazon, a PS-62C three years ago. Mine has never failed, copes with up to half a dozen sheets of paper at a go and tears through credit cards and CD's. Once in a blue moon I squirt oil on a piece of paper and run that through it.
Every home use model will cut out if you sit and feed it for 20 mins. I think a lot of people get antsy about throwing out credit card cheques and bills and buy a home use model and expect it to eat years of old bills when they decide to have a clear out after getting it. I did this when when I got mine and yes after a while it cut out with overheat self protection, once you have that initial glut out the way I just shred them as they come in and its not a problem.
Overall it depends on how often you want to use it, for home office and domestic use most of the cross cut ones will do the job just fine and you can get one that will cope with cards, staples and CD's for under the £50 mark, less if you don't need this ability. For office use expect to pay a good it more.