i just looked into this, just last week.
I didn't try going to the local post office for address or bulk mail for a few reasons. 1) i wanted the first last name or the resident to make the mailing more personallized and more like to be opened and read. 2) the bulk mailing postal mark if sometimes associated with junk mail.
I would suggest getting the zip codes for the city you want to mail. I have 3 zipcodes for the city i live in. After talking with several companies about filters, pricing and quantities, my list of names and address ranged from 5000 to 9000 for the same filters and areas. pricing is usually done by the 1000, with a minimum $. the third party company minimums i talked to were from $250 to $500. and they oftered printing and mailing services as well.
I didn't want the services from a few reasons. 1) they probable were going to use the bulk postage which i didn't want, explained above. 2) i didn't want a flod of client to call all in the same time frame, so i was going to send out 100 or so a week.