From a survey conducted by Pitney Bowes:
"Tuesday is straight in at number one as far as direct mail campaigns are concerned. By Tuesday the weekend has quickly become a distant memory and minds are focused. By aiming for Tuesday, marketers can ensure that they are not bombarding people as soon as the week begins, nor are they waiting too late to encourage same week response.
Monday is a bad day for DM arrival. For communications arriving from Wednesday onwards, the mindset may well be – 'I’ll deal with it next week'."
Also, according to more than one source, you also want your e-mail newsletters to arrive Tuesday through Thursday (and in any case, never on Monday).
DIRECT MAIL MARKETING CAMPAIGNS FOR SMALL BUSINESS