We got the power bill for one of our neighbors last week. Usually I just walk it over to their house, but they weren't there.
Not having any sticky notes handy, I wrote a note on the envelope "wrong address" and put it back in my mailbox with the flag up.
I got a nasty note from the mailman that said something along the lines of "you don't have to write on the envelope." I was thinking that the mailman probably didn't want my neighbors to know that the mail had been misdelivered and took longer to get there. I was also thinking that if you wouldn't deliver it to the wrong address, I wouldn't have to write a note on it!