That's why I have an anonymous account at Yahoo. I treat my actual e-mail addresses just like my home street address. If you don't need it, you don't get the real one. If it's someone that may need to contact me in a timely manner (i.e. I order something online) they get my actual address. If it's a site that needs an e-mail address to register but I don't care to receive mail/take the risk of spam from, they get the Yahoo account. I check it occasionally, clean out the junk that makes it through their spam filter, & forward anything I decide to keep/move the sender to the approved list to me.

Edit: I'm even worse about cookies and ActiveX plug-ins. You shouldn't have to have cookies until you actually add something to your cart or log in, even to a store site. Any site that wants to send ActiveX plug-ins makes me wonder what they're trying to download to my machine along with it.