Stop picking up the paper on your way to work only to toss it before you exit the train station (for you urban dwellers). Read the paper online! It's not a hard switch, especially for those of us with Internet accessible phones with us. Podcasts can keep you in tune with your favorite news program too, anything to lessen the paper usage.
Also, I've said this before, share your magazines, don't read and toss, read and share! I bring my old magazines down to the building lobby and leave them for my neighbors. I save a few for friends and family too. Magazines may only cost a few bucks, but everyone loves a free gift!