You can register your name and information at www.optoutprescreen.com and you will opt out of receiving a ton of insurance and credit card offers. Doing this electronically through the website will opt you out for 5 years.
You can also go to dmachoice.org/mps to remove your name from mailing lists of it's members. This site will also direct you to many helpful areas to opt out of emails, take the names of deceased family off of mailings, telemarketing lists ( www.donotcall.gov ), and many more helpful tips on reducing the "bother" of unnecessary marketing.
I also found that opting out of catalogs you no longer want is something you can do electronically as well. You can go to www.catalogchoice.org to opt out of anything you have been receiving that you do not wish to receive any longer!
Each of these sites are fairly easy to navigate and pretty straightforward. I highly recommend all of them and it will definitely help reduce the JUNK MAIL and other marketing annoyances, while helping the environment at the same time! I know this works primarily in the US, however I will do some research and post back the Canadian versions if different for my North of the border familia!