This is an ongoing essay which will collect a series of links and thoughts on how to avoid spam. Avoiding spam is a way of life, not something you think about today and then forget about for a few years.
Don't have anything to do with chain letters Personally, I'm not sure why anyone needs a reason to roll their eyes at chain letters--and I mean _all_ chain letters.
Don't put your email address on your web-site I'm sure there are harvesters out there that can take an email address in some weird form (like willkg at bluesock dot org) and convert it to a regular email address. However, it does raise the bar a bit. Especially if you make up your own syntax.
Don't reply to spam When you reply to spam, you notify the spammer that someone is receiving email at that account. It's better to just delete it.
Better yet, automatically reject email from known spam domains There are domains from which I only get spam. Things like 247mail.com and crushlink.com. My vote is to reject all email from those domains categorically. For instance, you can set up sendmail to reject them. This is different than filtering email in the sense that it tells the SMTP server trying to deliver the spam that you're not accepting email from them whatsoever.
Don't give people your email address There are lots of forms out there for free whatevers and various contests. If you can, set up an account that you can use for these purposes, but don't use your good email account.
Don't click on any spam links, don't buy anything from spam email This should be obvious.
Don't use an email client that renders HTML emails Sometimes HTML emails will have links to images which get downloaded and tell the spammer that you are a real person reading the spam.
As a last resort, use a spam filter I say this is a last resort because the mission is not to remove spam from your inbox, but rather to avoid getting spam altogether.
12/9/2004: There is no way to avoid spam anymore. You can probably reduce it by not telling anyone anything, but every second that your email address exists increases the likelihood that you'll start getting spam.