Now that you're on your way to eliminating the marketing, you may be wondering how these people got your information in the first place. Here are some things to keep in mind as you slide through life.
Have you ever been to a store where the first thing the cashier does is ask for your phone number, or perhaps your name? Some retailers do this so they can keep track of the different items each customer buys "to better serve you." Oh, and so they can add you to a mailing list that they may or may not sell to other companies. Granted, there are instances where they really DO need your information, perhaps to deliver an item you're buying. In general, however, there is NO NEED for your local electronics store to have all of your contact information on file to sell you that stereo.
ALWAYS question the reason they're asking for your information, and decline whenever possible to avoid any chance of getting on yet another mailing list. If you're blunt with the cashier, they will usually back off. If they insist or make an excuse such as "the computer requires it" then give them the address and phone number of their own store. If they don't play along, then maybe it's time to find somewhere else to shop and vote with your wallet.
Almost every service provider maintains a "privacy policy" that outlines how that company uses the information they collect about you. This policy should also outline who that information is shared with. Most companies will do anything in their power to make as much money as possible however they can. This includes selling or sharing your contact information, and possibly other personal details, to their "partners" and "associates." This is not good if you're looking to eliminate as much direct marketing as possible.
Luckily most of these companies will provide you with a way out. Generally their privacy policy will include a section with opt-out instructions to notify them that you do not want your personal details sold or shared with anyone. Some will even offer more flexible options to allow portions of information to be shared, or types of companies you'd like to have that information shared with, while everything else would become off-limits. The best way to keep from finding your way on to another mailing list is to opt-out of all sharing of your information.
Watch your monthly bank account statements. Contact any company that you pay on a monthly basis, or other regular interval, and ask that they send you a copy of their current privacy policy. If they don't have one to send you (some don't), ask what they do with your personal information and how you can opt-out of any sharing that might take place.
The latest craze in the supermarket world is "discount" and "loyalty" cards. Basically you fill out an application (with all your personal details) and they give you a card that will give you a small discount at the register. These cards allow them to track what you purchase, like the "cashiers" section above, and also allows them to sell your information to other companies on mailing lists.
Frankly, these cards are a waste of your time and an invasion of your privacy. Your grocer does not need to track what you purchase, and your contact information does not need to end up on more mailing lists just so you can save 5 cents on a can of beans.
The web site for Consumers Against Supermarket Privacy Invasion and Numbering has much more information on this topic.
Your information is valuable to most companies, even though they are subtle enough to make most people hand it over freely. Why is it valuable? Because they can sell it on mailing lists and make money from it at your expense. Money that you will never see, even though it is YOUR information they're selling. At your expense because you now have to spend time answering the phone and sifting through junk mail from the people they sold your information to. Maybe next time they ask to put you on a mailing list you should ask them where to send your bill for the time you'll need to spend dealing with the fallout.