I've done them, too. It would be near impossible to do them all (i.e. special pictorial cancels) but I simply select those of interest to me and send in the self-addressed stamped envelopes for a cancel.
One hint: Unless you have access to a color laser printer, I send in the blank envelopes and when they come back cancelled, I apply the "cachet". In that way you can not only customize the size of the cachet to match the size of the cancel, but you lower the risk of having the cachet get damaged in transit (i.e. to avoid any water that could get on an ink jet cachet that would run and ruin it.)
Some examples:
Posted 05/17/2011 06:56 am
Absolutely! Many people make their own cachet covers. In fact I do when I have time and have even sold a few
. Be sure to check out the Thursday biweekly Postal Bulletin philatelic section on usps.com, the last one was on 5/12. It lists the pictorial postmarks available, you have 30 days to request one and 60 days to request a FDOI postmark. I make mine on the computer usually using photos I've taken. Here is one I did a few years ago. 
