Keeping your shots deep is a strategy that most pros and coaches continuously encourage their students to follow.
The reason this is such a good idea is because it reduces the options that your opponent has on their next shot. A deep ball often results in a short or weak shot from your opponent. If you feel that you have hit the ball well and it is likely to land close to the baseline, take a step or two in to anticipate a short reply. This will give you a head start when tracking down the next shot and enable you to hit an offensive ball to get your opponent in even more trouble.
Remember to close in at the net as well if you hit a deep, solid volley-it is not likely that they will be able to hit a good lob over your head if your shot is hit well and lands deep but stay balanced and be ready to go back a few steps just in case.