It's possible to list your phone numbers on a do not call list and you can stop unwanted catalogs and mailings from coming to your house, but what do you do about those people finder directories online? Chances are, you never signed up to be listed in any of them--they get their information from publicly available sources--so how do you get unlisted?
Try UnlistMy.Info. Some of the sites require you to mail a form and possibly a copy of your driver's license (black out the number first), and some of the sites have a simple online form. It'll take quite a bit of work to get unlisted from all the sites, but if you're very concerned with privacy it might be worth it. There is a contact email to report bad instructions, which I'm tempted to use because I found at least two errors. Still, it could be an eye-opening exercise to search for yourself at some of these sites and see how much information is readily found on you.