I just spent 15 minutes at http://www.catalogchoice.org/ removing my name from the mailing lists of unsolicited catalogs that I've been receiving. Catalog Choice is a free service that helps you to decide what gets into your mailbox. Use it to reduce your mailbox clutter, while helping save natural resources. You'll be asked to create an account when you go on and all your information will be saved. As you get new catalogs, you can just log on and add them to your list of unwanted catalogs. At the moment, the site only offers opt out requests for individual catalog titles – unfortunately, there is no way to stop all catalogs with one click. It works best if you have your catalogs on hand when you log on so that you can type in the customer number (usually found on the mailing label at the back of the catalog) for each catalog you want to stop receiving. If you don't have the customer number you can indicate that it's not available and they'll still process the request. I've tried calling merchants in the past to get off their mailing lists and, believe me, this is a lot easier. And you don't have to talk to anyone!
Catalog Choice is a sponsored project of the Ecology Center. It is endorsed by the National Wildlife Federation and the Natural Resources Defense Council, and funded by the Overbrook Foundation, the Merck Family Fund, and the Kendeda Fund.