[Gormo]

Yahoo Mail offers a service called AddressGuard that does exactly this, but it's only available to paid accounts. You can also easily use these as your from address, so even in direct correspondence, you still shield your primary address from the recipient. (This allowed me to verify that eMusic sells their subscriber list to spammers.)

A free alternative is SneakEmail (http://www.sneakemail.com) which allows you to set up disposable addresses that forward to your primary account, and allows you to set up pre-forwarding filters. They also create a unique address for the sender of each email, and you can set up your SneakEmail filters to insert this as the reply-to address of each email you receive.

[JimmyL]

SneakEmail is great; it's what I use when I'm seriously suspicious of who I'm sending mail to.

For 95% of the things I sign up for, however, I'm not that paranoid - the slight decrease in security is offset by the added convenience of not having to log into a third-party service (like SneakEmail) to get what I'm doing done.