Couple of off-the-cuff points come to mind:
1/ it helps if you shop with local retailers in a small country, like Switzerland : there are so many, and the open source online-shop packages included with hosting packages are quite well protected against hacking into in the first place.
2/ 'real' brick and mortar stores -where I carry the purchase home with me- do not really need my e-mail address, so don't get it.
3/ closing the account when you do not foresee a follow-on purchase looming would only help if your details were wiped, which most shops are reluctant to do.
4/ those who have a 'family domain' can assign a specific e-mail address to each shop, magazine and whatnot, change that once it becomes too spammy.
5/ those shop-specific addresses can easily be filtered to the correct family member or folder, or when compromised be set to fail with a customised message to sender.
6/ online services such a Gmail offer advantages: decent spam and virus filtering (so does my webhost!) , the freedom to change ISP w/o loosing your e-mail address, and access away from home (which can be a bane if you're not careful when logging in while away from home.
As always, these are the points which come to mind, the list is undoubtedly incomplete, some items may not apply to your specific situation : hence do your own research.
Hope this helps?