Personally, I think this should be a requirement of the government: "HERE IS A LIST OF ALL PEOPLE THAT ARE COLECTING AND SELLING YOUR PERSONAL DATA, CLICK THIS BUTTON TO DELETE YOUR RECORDS" sort of thing... it should be a mandated public service of regulation.
Then, they have a list of all opt-outs from which companies you may have selected to opt-out from, and you can simply send them any further contact from the opted-out companies you may receive and the company gets a fine, you get a compensation fee...
e.g. In Sweden: http://www.datainspektionen.se/om-oss/historik/
2.) in western countries there are already laws that allow you as the consumer to remove any personally identifiable information from being shared. The ownus is on YOU to go do that, it's not hard but will require to track and follow up every year for ever. However you also have a choice of companies that you provide the information to, and what you provide. Any credit agency when you apply for credit asks if you would allow them to resell this. Opt out!
The fact that in most cases people are to lazy to read and understand what they are provinding and for what purpose is the real issue here. Government is not going to make things better or more secure or even be able to enforce this type of governance. Only you and the lawyers can do this.
(Data subject requests are a very powerful tool)
Any and every company selling data and there are thousands is in fact a source you would need to deal with to be removed from the sites that sell it. If you think this answer isn't specific enough, you're not going to achieve anything by me spoonfeeding you info for one such company.