I agree.
We stop delivery online, and also leave a note for the carrier (to take). So far, it has worked fine. I personally wouldn't leave any sign that I wasn't home, ie, a mailbox with a rubberband on it or a note inside the box that was intended to stay there. If there's any indication to a burglar that we might not be home (ie, cars staying in the same location), I don't want to confirm it for them. JMHO However, I also inform the police when we're not going to be home, and they check on the house daily, including a walkaround the perimeter of the house.
Also, regarding stopping both mail and newspaper deliveries...we have them stop delivery a day before we actually leave, so that if we still do get delivery that day, we can contact them and correct the situation.