I have a private e-mail address on my own domain. I've protected it vigorously since I got it in 2002. Never let anyone but friends have it. Never, ever using it online on any kind of website.
Being married with a geek, I have a system making it possible to create a unique e-mail addresses for every place where I leave my email, like
jacalicas_gap_email@mail.com if I would sign on up or order something from GAP (but still getting the e-mail in my regular inbox). This way I can track spam and just delete the specific e-mail address and thus avoid spams from at least one source. That's how I know for example that someone hacked Borders e-mail server - because I started getting spams on the unique e-mail address I had only used on their website... So you can't even be sure big retailers are protecting your e-mail.
So, for almost exactly 6 years I've had my private e-mail. Today I got my first spam. And once you got your first - the fight is over. You're going to loose. Once your e-mail is in the hand of a spammer, that's it.
That's why I hate these "I'm just forwarding this" e-mails when people include all their friends e-mail addresses openly, in my case, my very own, private one. Those e-mails will be sent around, everyone's e-mail adresses available and sooner or later, they are going to picked up by the spammers. They might not be considered spam, but they will turn into spam eventually.
Now I'm going to mourn my absolutely, perfect and spam-free e-mail address.
R.I.P.