The best way to avoid receiving spam is to not divulge or publish your e-mail address. There are companies that compile and sell databases of email addresses, many of them use spiders (bots that scour the web, which are also used in good faith by search engines) picking up e-mail addresses from web pages; so just putting a <a href="mailto:spam@me.com"> tag on your web page will attract unwanted mail. Some spiders look for e-mail addresses in the hidden fields in mailto forms (if you don't know what this means then you are probably safe.
Occasionally you will want to register at a site that you do not entirely trust, but which requires a validated e-mail address. To do this you should use a disposable e-mail address. Addresses are freely available at www.yahoo.com, and you can register as many as you like. Once you have a dummy email address, register using it and pick up the confirmation e-mail that you need to complete your registration. Then forget about the e-mail account you just created.
Never, ever, ever, reply to spam. Most spam messages say that you can remove yourself from their mailing list by sending a message to an e-mail address they provide. If you send a mail to this address you will simply confirm that your e-mail address is valid, and so your address will be more valuable for them to resell.