Any time I get something I don't want I click the unsubscribe link. If the link doesn't work, if there aren't any or if I need to do more than legally necessary (e.g. logging into my account), I click "Report spam" in Gmail.
I don't feel bad about clicking it because I trust Gmail as a whole to be smart enough not to penalize an account globally if I'm the only one reporting it. Plus, when I do it, it's because it's actually spam.
Over time, it really works.