My main tactic has been to collect junk mail and then find a few minutes to contact each company individually by email, asking them to remove me from their mailing list. This works in general, but some companies, like Verizon and Time Warner continue sending it. Once I'm done contacting the companies, I recycle the mail.
Another option is to pay a company to do this work for me, but I actually don't mind doing it myself. If this process seems to intensive and annoying for you, I recommend checking out one of the following:
- GreenDimes - sign up to start reducing junk mail
- Catalog Choice - a free service that helps cancel unwanted catalogues
- DMA Choice - sign up to start reducing junk mail