Changing your email address (or, at least, using a few other ones) isn't a bad idea.
Most people around here have one or two addresses that they only divulge to family and close friends.Then they create 'disposable' addresses (using services like Gmail or Gawab) to sign up to sites like this one.
If you're receiving your mail via a web-based service, there's probably very little that you can do to reduce the amount of spam arriving at your current address. But if you're using a mail client (such as Outlook, Outlook Express, Windows Mail or Thunderbird), installing Mailwasher will help:
http://www.mailwasher.net/
Chris