I've also found it more effective for someone other than the harrassed person to send it to the harrasser. Usually a sysadmin, forum administrator, or just a friend can be recruited. I keep a mail folder for all such types of spams, and also a copy of the message that you sent in return. Though many folks argue mail can be duplicated, and Web pages forged, etc., having such information saved can be proven through various methods to have greater or lesser legal weight. Respond in a Neutral Tone.
Nothing can escalate faster than a net flame war.
And, if the person really is a spammer, they can fill up your email box quite nastily. Keep your emotions out of it, and there's a good chance they'll apologize like a kid who's been caught running wild through a church. Once you've given the message you want to be left alone, and sending at most two or three warnings, avoid getting into any protracted explanation of your reasons. You've communicated your position clearly. Most folks on the Internet are just looking to see how far they can push your boundaries.