Based on my experience, here are my top recommendations.

1. Get on the DMA's do-not-mail list
2. Never file a permanent change of address card with the US Postal Service.
3. Contact ADVO to get off of their supermarket ad bundle list.
4. Put a sticker on the inside of your mailbox telling your postal carrier that you do not want supermarket or other add bundles. I list them specifically by name.
5. Anytime you purchase something from any retailer or do business with a company where you give them your name and address, specifically ask them to not put you on their catalog or any other mailing lists.
6. Opt-out of credit offers
7. Always return privacy notices you receive from financial and other institutions and opt-out of information sharing.
8. Whenever you are on the phone with any company that has your name and address, ask them to not share your information and to not send you any unsolicited mail.
9. Do not register to vote as an independent. Each party thinks they can sway you in their direction and will bombard you with literature. If you want to get really fancy, you can un-register to vote after each election and re-register just before the next one.