Through your mailbox. (Oh, do we have a cultural difference here? I can imagine that somewhere putting unwanted papers in other peoples' mailboxes could be illegal. Actually, I would prefer that.)
In the US, I believe it's not legal to put anything in a mailbox which hasn't been mailed. There's a free hyperlocal newsetter which is left on my doorstep in a plastic bag. I don't read it. There are at least two local free papers which are left in coffee shops and some stores, and also available from metal boxes on the street.
If it's worth saying, but not worth its own post, even in Discussion, it goes here.