In Canada, the postal service is required to stop delivering any type of unaddressed or junk content if you place a sign declaring it should not be delivered on your mailbox.

I have been using such a sticker (that I made myself) for the past month and it's been working great. No unaddressed junk mail, including fliers, circulars and coupon books, in all that time.

For any country...

Do your part to support legislation either prohibiting the postal service from delivering such content or for a policy to allow you to stop receiving it if you so wish. The burdon on society from the junk mail is enormous. Resources in the creation, transportation and disposal. Much of it paid by your tax dollars at every corner. You subsidize its delivery (junk mailers get amazing discounts), you must act to collect it and dispose of it. Your tax dollars pay the sanitation departments for disposal and/or recycling as well.

Some people have successfully billed junk mailers for their time in sorting and dealing with the junk. Post a notice in your mailbox, send a copy to the junk mailers and for every subsequent piece, send them a bill for $100-$500 for processing. Send it to their Accounts payable departments. You may find fighting junkmail becomes profitable for you.

You can also scan and re-use their postage paid marks, but that's likely considered fraud and may not end up costing the junk mailers additional money anyway since the postal service is unlikely to do a thorough job of consolidating what's moving through its system with their accounts receivable department.

For the US...

For individual junk mailers you can file form 1500 (http://www.usps.com/forms/allforms.htm) which is a declaration that you find whatthey're sending you objectionable. Intended for adult content, it is however within your sole discretion what you find objectionable, so this can successfully be used for pretty much any content.

Tips:

http://www.obviously.com/junkmail/
http://www.ecofuture.org/jmusps.html
http://idealbite.com/tiplibrary/archives/just_say_no_to_junk_mail_resolutions_week_2006/

Letter to US Congress from 2005:
http://privatecitizen.com/mail/congress-109/