ItcheSrulik, to be precise, the method I heard that is supposedly used by certain government agencies involves heating the platters until they liquify. If you can imagine what is required to do that to stainless steel (melting temperature of 2,750 degrees), you can understand how it is not so simple that everyone can do it.
With a welding torch, however, you can either bend the platters into non-circular shapes, or cut them into small pieces. Both will make it very difficult to ever recover data.