I have started using MailWasher. So far, it seems to be a quick and easy way to pre-filter spam out of my e-mail inbox. It can also bounce unwanted e-mails but I doubt that will get my e-mail address off very many spam lists. Most of the time, the return address is bogus anyway and even if it isn't, the spammer won't usually check for bounce messages as he would be getting a lot of those anyway. But it's better than nothing.
On a related note, from the geocaching forums: Interesting ways to deal with telemarketers and junk mail