I took a direct marketing copywriting course six or seven years ago that suggested the same, and I've been pinching examples from my junk mail ever since.
In fact, it looks like the course is still running - and even taught by the same instructor I had (John Friesen). If you're in the Vancouver area, I'd recommend it: http://www.sfu.ca/wp/dmc.htm
The mail he valued most was the stuff he'd get repeatedly, year after year, month after month - since presumably it performed the best. If he only saw one example of something, he figured it was a test that didn't pull well.