(and help save some of the 100 million trees that are chopped down annually to produce junk mail in the US)
Register your name with the Direct Marketing Association’s Mail Preference Service. After you do this, DMA will add you to the "Do Not Mail" database.
If you do business with a company via mail services, they will put you on their contact list. The first time you make a transaction with such a company (such as placing an order), ask them to put you on their "in-house suppress" or "do not promote" lists. Tell them not to "rent" or share your name with other companies.
To stop junk mail from credit card, mortgage, and insurance companies, try going to OptOutPreScreen.com which allows you to remove your name from lists generated by the four major credit bureaus, Equifax, Innovis, TransUnion, and Experian.
Get the Stop the Junk Mail Kit from the Consumer Research Institute. This kit comes with pre-addressed postcards for you to send to all those companies that send you the annoying catalogs, wasteful postcards, and unnecessary brochures.
You can pay a subscription fee to join Stop The Junk Mail which offers an online service to reduce junk mail. Also, check out GreenDimes – for a dime a day, they will reduce your junk mail and plant a tree in your name every month.
If you’re fed up with other types of junk (faxes, email, phone calls, etc), take a look at JunkBusters.com.
Try calling the phone number listed under the publisher details on the junk mail. Often if you call or email they will remove you from the mailing list for a publication.
After you've done everything above, and there's still a trickle of junk still getting through, you can get one of these "Return to Waster" stamps, stamp the junk and put it into a mailbox. Unless the marketer paid for 1st class mail it is not likely to make it back to them, however stamping the junk is more of an act of protest. The more people who do it, the more attention the issue will get...