He Writes Back
Paul writes: "This guy actually replies to the spam he gets. Read some of the replies and you'll love this guy's wit. I love the one about the peroxide myself. The favorites, top 20, and "My Buddy Kutty" sections are good places to start."
Whats even more fun is to put HTML tags in your request, ie:
http://spammer.com/<font color=Red size=+3>IDoNotWantToBuyYourLameProducts</fon t>
Then when they go and view their web log reports with a web-based reporting/analysis tool it stands out a little. You could probably be creative with javascript popups etc too..