Heh. I'm not too worried. Heck, anybody can randomly open the phone book and pick out an address (well...not mine, lol, but still). I used to live in a terrible area of Arizona (murder a day! bars on the windows! oh boy!), so right now, even if my address were stolen by somebody overseas, I still feel WAY more safer than I did back then.
I can't really imagine what information they'd want...but that is an interesting thing to note. I hardly get physical letters, mostly email, but if someone asks me to write to a non-military address, I won't. I'm pretty secretive with my personal details anyway. ;)