MagneCote claims to make paper-thin magnets that don't require any special printing arrangements and are light enough not to cost more if mailed. They don't say anything about running their product through regular plug-and-play computer printers, but have a case study about a grocery store sending out coupons on their magnetic paper. Here are
some other guys who do funky magnetic promo products.
Earlier:Clinging Signage on Static Electricity