From posts to newsgroups with your e-mail address. This seems to be the primary way spammers get addresses. From mailing lists. Spammers regularly attempt to get the lists of subscribers to mailing lists. From web pages.
Spammers have programs which spider through web pages, looking for e-mail addresses.
From various web and paper forms. Via an Ident daemon. From a web browser. Some sites use various tricks to extract a surfer's e-mail address from the web browser, sometimes without the surfer noticing it. From IRC and chat rooms.