Another reason churches see limited results in their direct mail is because they aren't mailing enough. I have long said that if you're only going to mail once, don't mail at all. It takes more than one mailing for people to notice you.
That's why you know when you're mailing enough when people start calling and complaining. It sounds funny, but think about what someone has to do to call your church and complain about your direct mail piece: they have to receive it, read it, get annoyed by it, and then find your phone number and call.
There's stuff I'd rather not receive in the mail (like invitations to join the AARP – I'm interested, I'm just 30 years too young), but I've never gotten so annoyed as to call them and ask them to take me off their list.
If a few people get annoyed by your frequency of mailings, then you're probably just starting to mail enough.