I recently got my hot little hands on the address of an agency that sells your address to advertisers. As far as I know, all you have to do is write them to tell say you want your name and address removed. This information came to me by way of emailing someone to stop sending me their catalog, and they kindly explained how they get the addresses and how to stop the madness. Hooray!

Mail Preference Service
Direct Marketing Association
P.O. Box 643
Carmel, NY 10512

This does not include credit related offers. To get rid of those, call the 800 number at the bottom of the offers. I tried it, it only takes a minute, and you can have them send you a form to opt out FOREVER. Calling without signing the form opts you out for 5 years.