We used to enjoy the arrival of glossy catalogs from places like Pottery Barn and Garnet Hill -- until we started getting them every month, as though they were magazines.
Now we regard them as a nuisance, since most of them go straight to recycling without ever being opened.
Sharon Beaulaurier of Greenlight Magazine (which is a digital publication) has some good tips about how to control the deluge without cutting yourself off from solicitations you are actually interested in receiving. A tip that was new to us was making sure to check the temporary address change box on the Postal Service's official moving card instead of the permanent one, since the latter puts you on a list that's for sale.
Check out her article here.