The clothing bags, I hang on to and use as bin bags - the charities often aren't charities at all, they're usually people making a profit from the recycling aspect.
The mailshots, I swallow hard and ignore, mostly. I get them from the Salvation Army, but that's because I've given in the past. These days, however, I give on the street, so I'm OK about ignoring their mail. I buy my christmas cards and such from Dogs Trust, with a small donation, so their mail is OK. Likewise the RNLI.
Cancer Care, Help the Aged, NSPCC etc.? All very worthy, but you have to draw the line somewhere. I tell myself that those who end up giving to these charities probably don't give anything to mine, so it all evens out.