Put a note on your front door saying:
No leaflets please
No free newspapers please
Thank you
That cuts it down a bit.
Then, every catalogue you receive that you could view online or not at all, phone up and tell them not to send any more.
Sign yourself up with the mailing preference service and with Royal Mail to stop rubbish coming.
Send everything back to the sender if it is addressed to previous occupants.
My DH had a habit of not opening post. I find this hard to tolerate so now I open absolutely everything he receives. I end up showing him about 5% of it and dealing with the rest myself immediately and binning/filing it.
Do not keep anything that is telling you information that you have got duplicated/could look up on the internet.
Have a calendar on the wall to write things up on - recycle the letters that told you the dates of things.
Anything that needs actioning, do it immediately.
I have cut down substantially on the stuff that comes through my door.
I keep bank statements and that sort of stuff. Bills - I keep 12 months worth so every time I file one, I chuck one out. Only keep things you'll need. I have a concertina box file for things like passports/birth certs/permanent sort of things. I have lever arch files for bills and bank statements. All on shelf above computer. Doesn't take up much space as don't have much.