With 12 gauge slugs.
Via email from Marcus, who points to a whole smörgåsbord of shooty, burny, crunchy hard disk security goodness. My favorite is the industrial shredder.
Be careful if you want to use the Thermite - it doesn't want to be put out once it starts burning ...
On a personal note, I once got to see the plant where Three Letter Security agency got rid of the classified trash. Shredders were involved there, too.