U.S. National Do-Not-Call List: www.DoNotCall.com.

Wisconsin State Do-Not-Call List: NoCall.Wisconsin.gov.

The Direct Mail Association maintains a "delete file" of people who don't want to recieve direct mail advertizing.  It's called the Mail Preference Service (MPS).  The also maintain a Telephone Preference Service (TPS) for people who want to reduce the number of telemarketing phone calls they receive.  The information below is quoted from the Direct Mail Association.

What happens after I request name removal?
When you register with MPS, your name is placed on a "delete" file which is made available to companies four times a year - January, April, July, and October.  Registrants typically notice a decrease in the amount of advertising mail approximately three months after their names are entered into the file.

Will registration with MPS end all advertising mail?  No. You will continue to receive mail from companies with which you do business on a regular basis, or from charitable or commercial organizations which do not choose to use MPS. In addition, you may continue to receive mail from many local merchants, professional and alumni associations, political candidates and mail addressed to "occupant" or "resident."
 

        Telephone Preference Service
        Direct Marketing Association
        P. O. Box 9014
        Farmingdale, NY 11735-9014

You must register with TPS directly; second party requests cannot be processed.

What happens after I register with TPS?
When you register with TPS, your name, address and telephone number are placed on a do-not-call file. This"delete file" is updated four times a year -- January, April, July, and October -- and made available to telephone marketing companies who choose to use it. Your name remains on file for five years.

Typically you will see the number of calls you receive begin to decrease approximately two months after your name is entered onto the quarterly file.

Does registration with TPS mean an end to all advertising calls?
No. Although registration with TPS will help reduce the number of telemarketing calls you receive, it will not stop all telemarketing calls. You may continue to receive calls from local merchants, religious and charitable organizations, professional and alumni associations, and political candidates and office holders.

Calls of a business-to-business nature received at your place of employment are also not affected through registration with TPS. Business names, addresses and telephone numbers are not accepted on TPS, and companies that market to other companies do not use this consumer-oriented do-not-call file.