A few years ago, I happened upon a website called Catalog Choice. Catalog Choice makes it simple and secure to opt-out of unwanted advertising material, catalogs, etc. and protect your privacy.
With this website, I've been able to reduce junk mail and catalogs by 90%. And in some cities you can opt out of phone books.
I would do a whole blog entry on this, but I'm going to conserve and point you to someone else who has done a fabulous job: http://greenlagirl.com/stop-junk-mail-before-it-starts-catalog-choices-unlisted-service/
Happy un-subscribing!