Marilyn Vossavant wrote a post about discarding junk mail(aka Direct Mail, Credit Cards). When a person purchases an item via a catalog they automatically put on a catalog mailing list. So easiest way to opt out with the companies you do business is to contact them via phone, email, fax or other method. We can help as a service if you like.
The USA is well know for direct mailing like crazy. In say New Zealand they hire kids to deliver junk mail to your post box. Different customs in different countries.
The only important junk mail to shred would be banking and credit card direct mail that supplies checks in the envelope. The rest would contact mailer and file it in the recycle bin.