You can buy/build bulletproof/explosionproof mailboxes. They are vey expensive, but bring a certain amount of satisfaction with ownership.
Slobs who bash mailboxes painted by th'girl with an American flag on it are just one step above terrorists. I think caning, as practiced in Singapore, is suitable.
Even the sturdiest mailboxes can be fortified by building a brickwork shell around them. They seem to be built into a wall.
And for those slobs who bring a truck and some chain (that sounds so much like work, why don't they have REAL jobs?), there's always Mr. Claymore waiting in the bushes.