After reading Cindy's and Bridgey's posts about junk mail, I'd like to mention that Catalog Choice worked for me. Even if you (like me) don't think it's my job to deal with sales people and phone trees, they make it easy to opt out of catalog mailings. Almost all of mine went through, except for a Mormon outdoor store who didn't do the Christian and outdoorsy thing to remove me at my request. So I had to call them and let them know that I won't buy anything again unless they stop sending paper--which they didn't.
While I am at it, Get Human is invaluable when dealing with companies. The site tells you the number codes to by pass the electronic voices.