You can certainly reduce the amount of spam you receive by taking the following advice:
Don’t post your e-mail address to message boards or newsgroups. These are regularly scanned by spammers in order to get lists of active e-mail addresses. Don’t reply to ‘unsubscribe’ addresses, if you never subscribed in the first place. More often than not, these are a trick so that spammers can see which address are real addresses, and which ones are fake.
Don’t encourage the spammers. By buying the products they are offering, or by visiting their websites, you are only proving to them that their spamming works.