I use Mailchimp for http://dlewis.net/nik and all the emails I send have both "unsubscribe from this list" and "update subscription preferences" on every email. Clicking the former will unsubscribe you -- no log-in required. (Comically, I once forwarded a copy to someone who clicked it, to see what would happen, and blammo, I was unsubscribed from my own list.)

The second is used for changing your email address or your name. That's it.

As a publisher, I actually prefer it this way. If you do not want to get my emails, I don't want you getting them. I'm not writing for people who don't want to read.