I had the same problem and after the 4th cheap and cheerful one decided to talk to someone at a company that specialises in shredders. He told me two useful things: firstly, the blades need to be steel to have any kind of lifespan and secondly, the number of sheets is set for the US market who apparently use very thin paper compared to us in the UK, so for 8 sheets read 4.
I concluded that I would have to spend more money than I had been and ended up with an HSM which one year on is doing just fine. I�m also much better at using the oil than I used to be, which is also more important than I realised.
This was a company I used:
http://www.the-shredder-warehouse.com
Hope this helps.