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Here's a great idea. If you get tons of junk mail, you can pay a small fee to have your name taken off dozens of direct mailer's lists. This website, www.41pounds.org makes it easy to remove 85-90% of all junk mail. Plus, they donate 1/3 of the fee to an environmental group of your choice. Not bad...
Also, you should consider opting out of pre-approved credit card offers. This free service is run by the big 3 credit reporting agencies. Not only will you stop receiving junk mail from these jokers, you also reduce the risk of identity fraud.
Any even stronger protection against identity theft is a credit freeze. Brrrr!!