Just go to the Direct Marketing Association's dmachoice.org. You have to fill out a short form to create an account, then activate your new account by clicking a link in an email. Once you do that, you can opt out of receiving catalogues, magazine offers, and other offers with just a few clicks. You can even opt out of pre-screened credit card offers but you're taken to a different site to do so. This won't completely eliminate your junk mail, but it will go a long way toward reducing paper waste.
Until further notice, I'm getting ideas for tips from the book green MAMA by Tracey Bianchi.