Love catalogs! Definitely sign up for Sephora and Benefit, my personal faves for makeup/fragrance/tips/tools. Delia*s (for juniors but it's still very cool) and Red Envelope are great for gifts/funky accesories.
I know now with the whole internet thing we're supposed to get away from overuse of paper products, but the photos are glossy and beautiful . . . hey, all my bills are online, so therein lies my redemption!