Good advice as usual from the guys above and I also use Mailwasher as it saves me bandwidth not having to download the mountainous pile of spam I get daily.
My best suggestion to anyone these days is just to be extremely careful who you give your email address to, and if possible do not give it our unless you have to
Another good tip is, if you have the facility, be it your own domain or an email account with freeserve or similar, change the name before the @ eg pprune @ mydomaindotfreeservedotcom then if any mail comes in using that prefix you will know who sold you out.
P.S. I am not for one minute suggesting they do that here but you get the idea before I get jumped on.