The links listed below will help you to remove yourself from many of the lists that result in junk mail for us all. They are all free services and quick to complete, I would recommend doing them all to achieve complete coverage.
We did the Credit Opt Out a few months ago and it has definitely made a difference. I have also included an article here with further advice and certainly recommend contacting Abacus by email to hit many junk mailers, this is something else we have done with success.
The final service is one that allows you to pick and choose which catalogs you receive and don't, it also lets you suggest companies they should add to their lists.
I have also included the National Do Not Call Register' as well :-)
National Do Not Mail Register
Credit Offers Opt Out
ProQuo Opt Out
Here's to an emptier mailbox!