In general, how to stop an unsolicited mail item depends on who distributed it:

• Royal Mail distributes take-away menus for nationwide junk food chains such as Domino's Pizza and Papa John's. The company also distributes the odd charity bag on behalf of the Salvation Army. These items can be stopped by signing up to Royal Mail's Door-to-Door Opt-Out.
• Distribution companies that are members of the Direct Marketing Association have their own opt-out scheme for unaddressed mail: the Your Choice Preference Scheme. It's not a very useful scheme but registering may make a difference.
• Most charity bags and take-away menus are distributed by (local) distribution companies (that are not members of the Direct Marketing Association) or by businesses themselves. Such unsolicited items are not part of the junk mail industry's self-regulatory framework. A letterbox sign can do wonders, though it's important to realise that there's not much you can do if a distributor ignores the sign. This is in particular a problem with charity bags and take-away menus; anecdotal evidence suggests distributors of such items are more likely to ignore letterbox signs.

In short, as far the junk mail industry is concerned you should sign up to two opt-out schemes. You can then try to find out whether or not an individual piece of unaddressed mail should have been prevented by your registrations and, if so, lodge a complaint with either Royal Mail or the Direct Marketing Association. However, if the junk mail is not covered by the two opt-out schemes for unaddressed mail you should ask the sender to please stop delivering unsolicited, unaddressed mail items to your address – preferable in writing.

At least, that's what the Direct Marketing Association would tell you. Personally, I just return any unaddressed junk mail I receive to the sender in an unstamped envelope. It's easier and a lot more effective…