As one who gets hundreds of emails a day and has been online since 1991 I will offer my experience, first what don't work and then (#2) what to does work:
1. What Not to do, and what does NOT work:
Don't change your email address, you'll only have to change it again later as the spammers discover you, so you will be forever changing your email. Also you will have people that need to contact you that won't get your new email and you will invariably loose some business.
The "filters" in Outlook Express and other standard email clients are more trouble than they are worth because you will have to add new filters daily because the spammers change their fake "from address" every time they send out spam. So just because you blocked them today, their next spam will find it's way right into your inbox.
Replying to their email is pointless since their "From" address is fake.
Clicking the "remove" link in 95% of the cases only gets your address on additional lists!
Sending out thousands of bogus emails to their "From" address only hurts YOU and your ISP that is sending them because they will only bounce back to YOU since their "From" address is fake!
2. What to do, and what DOES Work!
Get a spam filtering program that runs on your computer that will delete the emails directly from your server and you will never have to deal with them! I have been using one for quite a while and I rarely see a spam. My recommendation:
http://spamkiller.com
Once a day browse briefly through the spam that spam killer has "killed" just to make sure no legit email is there. (occasionally it will be, that's why you browse through it, at least in your first 30 days of running it). Then add that legitimate email address to the "friend" list. Also, if some spam gets through (which it will occassionally) you can add a filter to block that person, (or even a whole country). For example a lot of spam now comes via Russia and China, so I have those countries blocked.
Update your spam filters at least once a month by clicking the update button.
Hope this helps,