Yes, turning off cookies would cut down on some of your junk E-mail, but now that companies have that address you are pretty much screwed. The companies sell E-mail addresses to other companies, and now that you have that E-mail account out there, you are pretty much stuck with the spam. Also, disabling cookies will also curtail the functionality of some websites (cookies can be used for good and not evil). My solution was to keep two E-mail addresses, one that I never check, which is used only for forms that require an E-mail address, and another E-mail address that I only give to friends. That way about 99% of the junk mail goes to my "fake" E-mail account and my real account stays clean.
Zenmervolt