You must use hotmail
They filter out all the spam that don't pay them to get in

lol
Just kidding, but wouldn't put it past them.
1. Get a mail client that includes spam protection. Opera comes with its email client, but I can't vouch for how good it is... I only use Opera for a private email that don't get any spam at all *shrug*
2. Get an email address with better spam protection. I get a bunch of spam in my yahoo account since its all over the place.. but I get maybe 5 a day in the actual Inbox with Yahoo's spam protection.
3. As you noted DO NOT unsubscribe from the shady spammers, as that simply confirms that your email address is alive and being read.
4. Depending on your email client you maybe able to get an addon to help. Outlook should have a few available.
Just noticed this app from another thread
http://www.qurb.com/