Thanks to the CAN-SPAM Act (and better spam filters), junk email has become less of a problem over the years, however physical junk mail is still a huge problem and it can be very painful to get companies to stop sending you junkmail, especially if you live in an apartment and you get all the prior tenant's mail.
Many catalogues and mailings have ways to remove yourself from their mailing lists, sometimes it is listed on the mailing itself, or sometimes you'll need to do a search, it is time consuming, and sometimes it doesn't work, but is a good start.
Here are some resources I've found to help stop the junk mail.
CatalogChoice.org
DMAchoice.org
DirectMail.com
Stop Junk Mail and Save 1 Million Trees Annually
Junk Mail - Fight back! Get junkmail out of your life for good!
We really need legislation like the CAN-SPAM Act for junk mail and direct mail, but until then the tips and sites listed can slow down the endless waste that comes through the post office.