A few weeks ago I came across CatalogChoice.org. It's a free online service that lets you eliminate unwanted catalogs! They have an easy to use website where you decline catalogs you don't want, and they take care of the rest.
Their site has useful info about the environmental impact of catalogs as well as how their funded and why catalog distributors like this idea.
I've started looking forward to getting catalogs in the mail so I can decline them. It's strangely reminicent of when I used to star wars cards as a kid.