If you're more technical, or mad enough to learn the details of Internet mail headers, there are some tools and techniques that can help you find a spammer's service provider and register a complaint. The spammers are running wild and there are no laws on the horizon to stop them. Some spammers use harvesting programs to find addresses. Use an alternate address provided by your ISP or get an account at Hotmail or one of the other free web-based email services. Only give out your primary address to trusted people or sites with a clear email privacy policy.
Some people prefer to install spam filters in their e-mail program.
Some Internet Service providers are filtering email at the server level, which makes me even more nervous. The JunkBusters site is a great resource on dealing with spam and other forms of junk, both online and offline. It's even available in 15 languages. If you use AOL, you're at the mercy of their Mail Controls, which can filter certain spammer domains, but still misses quite a bit. I've stopped checking my AOL email entirely because the spam problem is so bad there.