like most people said, having a private addy which you don't use for anything other than important stuff is usually the best thing.
I've also found that having an oddly spelled/not common username on free serves (eg: hotmail) tends to keep spam away. my hotmail one is very odd and i only get 2 or 3 per week (usually from things i've signed up to!).
A friend of mine with a very obvious email addy (inital.surname@hotmail) gets over 400 per day.