Posting a letter

I am a firm believer in good old fashioned mail and regularly write and receive letters and postcards. I have found my local post office and have started to post letters, but I have seen a post box which is much closer to where I live. But I have never seen anyone ever opening the postbox to take the contents back for sorting and despatch in the post office.

Does anybody use these post boxes or is it much safer to make the trip to the post office?