Having just gone through an episode of identity theft, I have this to say.

If you are receiving spam and phishing messages, it means that a lot of evil people out there have a lead into your accounts and the data that's in them. Change your e-mail address and keep it quiet.

I don't do much buying via Internet, but somehow thieves got hold of my e-mail address and credit card number. This happened even though the credit card itself was zipped into a side pocket of my purse. It also happened although all these merchants (sellers, credit-care company, Paypal) swear up and down my data is secure.

Don't post your e-mail address on the Internet, ever.

It means informing your friends of your new address, but it's worth the effort.