I hate spammers too. At first it was amusing, but now I get about 10 a day.
Never respond to the "remove me from your list" address. They just use it to verify that your email address is valid.
In the past I've used a site called spamrecycle.com. I don't know how successful it is, but I get a small delight in forwarding all spam letters to them. The Courier-Journal newspaper in Louisville just ran an article last month listing this site. (Spam Cop, http://spamcop.net/) The writer said it had reduced his spam significantly. He said it's best to forward the spam momemts after you receive it, to catch them in the act.
I have several friends and relatives that like to send me greeting cards on the 'net. These sites are free, but I suspect they just collect email addresses and sell them. On my web page I list my email address with a $ sign instead of an @ sign so the robots don't pick it up. When I sign a guest book I don't give my correct email addy.
I can often tell when my address goes to a new list because I'll get several messages the same day from the same ISP.
Occasionally I suspect where my address was stolen from due to the nature of the messages...but then some are quite disturbing and embarrassing!