When I started three and a half years ago (as of 3/06), I had already been on the Direct Marketing Associations do-not-send list for over three years. By my own estimates, and to the credit of the DMA and those direct marketers that responsibly use their list, signing up on the do-not-mail list cut the volume of my direct mail about in half.
Since I started this quest, I have responded to every piece of direct mail I have gotten with some kind of attempt to stop receiving it. My general approach for a specific sender has been as follows
1 st mail piece: I send them a postcard, call them, or email them asking them to take me off of their mailing list.
2 nd mail piece: I send them a letter explaining the laws on direct mail and threatening to file a BBB complaint and a USPS prohibitory order if they continue to send me direct mail.
3 rd mail piece: I file a prohibitory order and a BBB complaint. I send them a letter telling them that I have filed both of these and letting them know the consequences if they continue to send me direct mail.
N th mail piece: I file prohibitory order violations with the USPS.