When I bring in the mail, I head straight for the trash can and immediately sort out the junk mail. The rest goes in a small basket, until I get a chance to deal with it properly.
We do something very similar at our house. It gives me joy to tear junk mail into pieces before disposing of it. It's been suggested to send back those postage-paid or "business reply mail" envelopes, either with or without a note asking to be removed from the mailing list. We have yet to go that far!