You know those annoying grocery circulars that show up int he mail every week? The ones you probably just grab out of the mailbox and throw away instantly? You can opt out of them.
Most likely they were sent by a company called Advo Systems. Here's their opt-out link: http://www.advo.com/consumersupport.html
I did this last summer, and they really did stop showing up a few weeks after I made the request.