Writtenwyrdd has a great post up for How to manage your credit rating, tips for handling junk mail & telemarketers, and do not call lists.
A lot of the information is most useful to Americans, but it's still handy to know what possibilities exist, because your country might have similar safe-guards.
And who doesn't love the idea of sending junk mail back to the sender via their own postage-paid envelopes? *maniacal laughter*