here in germany you just put a little "Keine Werbung" (no advertisements) sticker on your mailbox and thats it. the bundesgerichtshof has a judgement dating back to 1988[1] stating that violation of this consitutes a violation of your basic rights. if a company disobeyes this you can basically send them a cease&desist and if they dont stop you can claim damages. (but beware IANAL ;))

[1]http://www.trademarx.de/urteile/bgh_VIII_ZR_182_88.html