It's in my house rules that guests cannot give out my address for mail. Although I would make an exception for a long-term guest staying a few months, I don't advertise that.
However, several guests have given out the address regardless and usually only ask if it's okay once they've already done it! I don't think any of them were involved in a scam, as far as I'm aware. Thanks @Martin280 for bringing this to our attention though as this is not something I would have thought about.
There are a number of reasons I have a problem with guests giving out my address.
Firstly, it's very hard to get your address off a mailing list and writing 'return to sender', putting it back in the post box, etc. doesn't usually seem to work. I am still receiving mail for former lodgers who lived here years ago and it doesn't matter how many times i send the letters back to the sender informing them. I regularly receive letters from a bank for someone who lived here in 2009/10 and, without my permission, registered a business at my address. As far as I know, the business is still registered here with Companies House as well as with the bank. Not cool.
Secondly, some companies will sell address details to other companies and so you are then bombarded with spam mail. It's bad enough to get this for former housemates, but if short term guests were regularly giving out the address it could get out of control.
The most important reason is for security and to not have problems with bailiffs etc. because guests have given my address not only for delivery but as a BILLING address.
A friend of mine came home one night to find her front door had been kicked down by bailiffs due to a former tenant (from years before) having outstanding bills. The bailiffs hadn't bothered to check if the same person was living there now. She couldn't find anyone to come and fix the door that night so she and her small child had to spend the whole night with no front door.
So, when I started getting demands for payment from Fedex for a guest who had stayed here two days, I got on the phone to them. Luckily they agreed to have the address removed from her account. This guest had initially told me she had spoken to Fedex and asked them to send the letters to her home address. After that, she ignored my messages and Fedex said she had not spoken to them, nor could they get hold of her, nor been given any other address than mine. Eventually she got back to me claiming she had no idea what the bill was for, which doesn't make sense if she had indeed called Fedex as previously claimed. She clearly thought she could get away with not paying because they had my address and not hers.
If I said it was okay for guests to have mail sent here, I'm sure that sort of thing would happen on a regular basis.
As for opening the guests' mail, I wouldn't feel comfortable about that and I belive in the UK it is illegal to open someone else's mail. So, I will continue to say that guests simply must not give out my address.