[shadyabhi]

You should generally do Report Spam,at least I do that. If the email was sent from something you didn't actually subscribe, hitting unsubscribe tells the spammer that the email id is in fact genuine which will ultimately get you more spam.

[tripzilch]

Got any recent evidence for this? Because I'm not sure if this is actually still the case.

I don't have the link anymore because this was already a couple of years ago, was someone taking this ages-old advice to the test. Clicking the "unsubscribe" link on all spam delivered to an old spam-infested email address, he found that it reduced the amount of spam received to that address by a significant amount.