Yeah, they'd have a hard time arguing that your mental capacity wasn't if you took the time to do it.
Seriously, we opted out of the pre-approval credit checks from all three credit bureaus. I can't remember the details, or what exactly its called since its been a few years. But it dramatically decreased the number we got within a couple months. They've started slowly coming again, mostly from hotels and airlines I have loyalty memberships to, so maybe its time to renew.
Just so you know, if it's not First Class Mail, or if the envelope doesn't have "Address Service Requested" or "Forwarding Service Requested" etc., it is useless to write "Refused" or "Return To Sender" on it. It'll just go into a huge pile of Bulk Mail when the Mailman brings it back to the station. Not sure where it goes from there--hopefully destroyed.
There is something like the do not call list for junk mailings. I signed my wife and I up for it over a year ago and the amount of junk mail that we receive has dropped dramtically. I couldn't tell you the last time I got a credit card offer. Every so often I get one for the airlines but that maybe is once a quarter. We used to get 6-10 a week each and now it is basically zip. And the ridculose catalogs and cd's and all that other crap stopped too. The bad news is I forgot what I did. I saw the story one night on the CBS evening news and followed their directions. I am sure if you search enough on the web you should find something.