I'm a news carrier in western PA and was told to never put my papers in the mailbox even if a customer requests that I do so. I've seen a few door-to-door promos on my customers' doors. If you're going to deliver them on foot, you could either use pre-cut door hangers, the rubber band method mentioned above or just roll the ad and tuck it in a screen door handle. If the neighborhood has mailboxes on the houses themselves instead of at the street, those sometimes have prongs/hoops beneath them for newspapers and it should be fine to hang your ads from those.