Your employees should not be responsible for shredding of document. Clearly, payroll data, personnel records, and materials that involve labor relations or legal affairs need to be destroyed properly. Employees at any level can make mistakes or be tempted to make a bad choice; especially in today's economy. Remember the FTC estimates that it cost businesses $50 million in fraudulent charges each year.
There is also a risk of loss due to inproper dosposal or undocumented disposal of sensitive materials, or theft of documents, i.e. industrial espionage.
Destruction of classified information is best left to a carefully selected, professional on-site document destruction company.