I usually unsubscribe first, but often these newsletters, which I'm automatically placed on when I order something, or do anything on the site that includes giving out my email, don't respect the request. At that point, "mark as spam" is the appropriate option, but even that doesn't always work and I end up making a filter to delete the messages immediately.

I've never signed up for an email newsletter in 15 years online and I get 100 messages a day into my Gmail junk folder, and 10 into my inbox, masquerading as newsletters. They're spam. Pretending that people sign up for these things is a tactic the spammers are using to discourage constructive discussion.

Gmail can take a "report spam" as unsubscribe request, for some mailing lists. http://gmailblog.blogspot.com/2009/07/unsubscribing-made-eas...