I'll second the recommendation on Mailwasher.

It will flag as spam anything from specific sites, which list you can add to. It will also attempt to filter mail from unflagged sites by looking for typical spam buzzwords like "Good news!"

And, as Gareth points out, if you DO bounce the mail, it will be returned as undeliverable, which is often enough to get you removed from the list.

Just to add to JIK's comment, it's OK to unsubscribe from mailings from legitimate sites - say, you've just installed a software product and you're now getting their marketing blurbs. That removal request should work.

But don't ever respond to pure unsolicited spam, it only validates your address.