I once heard that if you get large amounts of credit card applications, try this.
Everytime you get one, mark in big black letters accross the whole application "Not Interested!" and send it back in the PRE-PAID envelope. This way they paid for the mailing and postage, as well as the return postage. Some speculate that they hate spending all this money and may well remove you from the list.
I don't know if this is true, but it could be fun. I normally just shred it.
I think a do not mail list would be fantastic! There's some great ideas there, I just may try some of them.