I'll put a plug in for these guys:

http://www.stopjunk.com/

It's $10 to download a .PDF with pre-printed letters to the DMA,
credit reporting agencies, list brokers, etc. I think there are
probably 20 letters or so--all of which request that you not
receive mail, and that your name/address not be traded, sold,
rented, etc.

I did it once right after I bought my house in 2001, and once after
refinancing. I get virtually no junk mail. Mostly what I get now
are local real estate agents and mortgage loan people. These I
follow up on and get them to stop. Usually they are happy to comply.

I even got AOL to stop sending those damn coasters by telling some
guy in South Africa that my name was "Current Resident" and that
I did not want to receive their free discs.

These days I will not do business with ANY ONE until I have read
their privacy policy and am assured that my information will remain
private.

There is an unfortunate thread over on rec.guns right now about the
SAF selling your info. Beware and find out before giving out info.

All this has taken some of my valuable time, but to me it is worth
it not to get crap in the mail.

Jeff Dantzler