you should never respond unless its a big company. big companies are normally responsible when it comes to their mailing lists. buy.com i wouldnt hesitate to unsubscribe from, or some other company like it. otherwise you shouldnt respond because if its spam, mail sent without your permission, then all your responding or click on the unsubscribe link does it lets them know youre a real person on the other end of the mail address. it often adds you to more mailing lists.
get a spamcop account.
LINK basically this will parse through the headers of the mail and see which servers its gone through. itll report spammers to the hosts or notify administrators of open relays they have running, which spammers use to send their spam through. there are instructions on the web page on how to use your account. make sure youre reporting spam and not virus-sent emails or emails from people you dont like. every little bit helps but unfortunately with the high volume of spam everywhere its hard for spamcop to reduce the spam that comes through. youll notice over time though, that the spam doesnt come from the same people after a while.