Spam messages eat up a large amount of internet bandwidth which leads to service degradation for legitimate users. It has become such a problem worldwide that many countries are adopting legislation to combat it.
Currently the world's worst offending country is the United States, followed by China and the Russian Federation. America has adopted the CANSPAM act which is aimed at reducing spam, but this has yet to show significant effect in the amount of spam messages coming out of America.
There are many companies that deal with spam. In order to obtain a quick indication of spam statistics I chose one at random and viewed their stats. They recorded 2,509,170 spam complaints in the 24 hours prior to writing this example. Now consider that there are many other companies dealing with spam and not all users will actively complain about spam. This means that the global statistic must be a great deal higher than this.
Ask your ISP if they use a spam filter on their servers and consider swapping to another company if they don't. One of the most popular products is "SpamAssassin". It's free and easy to configure. Having a company filter spam on their servers will reduce your bandwidth costs (since you won't be downloading spam messages) and improve your security by blocking malicious emails before you download them. Of course this also means that you will save the time you used to spend manually downloading and deleting the messages.
Use the services of websites that offer free temporary email addresses when you're registering on a forum or service that you either don't trust or don't intend to use more than once. Mailinator.com is a good example of this sort of service. Remember that because you're using a temporary email address you won't be able to use it to retrieve passwords, track parcels, etc.
If your spam problem is severe you could consider setting up a challenge response system. This runs on your mail server and sends a reply to anybody who sends you an email. If the person replies to the challenge reponse their email address gets added to the list of people who may email you (and they won't have to keep confirming they're not a spammer). Most spammers will not be able to receive or replt to these challenges. One negative side effect of using this system is "back scatter" - spammers routinely fake the "from" field of their emails so your challenge response will target whoever the spammer is pretending to be.
Augment your server side protection by using programs that run on your computer. There are several effective and free solutions that will reduce your spam load. SpamPal is one such program. It is fairly simple to setup and is quite effective in reducing spam. A drawback of using client-side spam filtering is that you will still be paying for the bandwidth required to download your spam messages.
Ultimately the world's spam problem will only be solved when people stop buying their products or falling for their scams. Educate your friends and family about the risks of purchasing products from spam messages. Make sure that you understand what a 419 scam is so that you can avoid making a spammer rich.