More bad news: There are hundreds of data brokers, not all of which offer opt-out processes. Removing yourself from all those that do can be a Sisyphean task, but managing your data with just the following 11 can be accomplished in an hour or two. [...]
Opt out of the following services, and you'll have "gotten all of the big ones," says Stephens -- but pay attention to the caveat at the end of this story.
This is a gigantic pain in the ass, but probably worth the time.
Update: Here's another list.