After the call to action, the element of a direct mail piece that matters most for response is the outer envelope. If you want to move the needle in direct mail response, test changes to the envelope.
Here's something to consider when you're thinking about that envelope: copy and design are not the only elements you can work with. The envelope is a physical object, and you can change the physical properties of it, and that can be a very effective way to improve your fundraising results.
Let's look at a few envelopes from Uncle Maynard's Treasure Trove that do more than put ink on paper to stand out:
The image on this Paralyzed Veterans of America mailing is pressed onto the paper. It may not look like much here, but in real life, it's quite impressive and unusual. Stands out in the mail, and I bet it's worth the additional cost.
This envelope from United States Fund for UNICEF is oversized, a heavy stock, almost cardboard, with raised "blobs" all over it. We can be very sure there's not anything else in the mailbox like it.
This envelope from Smile Train takes a different approach. The angel image and the copy to its right are "gold foil," not brown as they appear in this scan. The gold is basically a special extra color of ink (a 5th color on this piece). Not cheap. But quite possibly worth the additional cost.
Texture can add meaningful cost to your mailing. Cost that may or may not be borne by the lift in response. That's why it's smart to seek less expensive ways of getting that extra push.
You can always fake a texture, as this mailing from CARE does. It looks like it has a cloth-like texture, but it's just a pattern printed on the envelope. That's not as stand-out as a real texture -- but it's a lot cheaper. It might be a good trade-off.
Bottom line: consider adding texture or other unique elements to make your envelopes pop out in the mail. And if you already have texture, you really should test fake texture to learn whether the extra costs carries its weight.