As stated, it is possible to farm web sites for email addresses, but here are some ways to not get farmed/spammed:
1 - Do not include your email in forum posts or any place where it is in simple text format. (i.e. in a web page/blog etc.)
2 - If you *do* include your email address in a web page/blog/post be sure to obfuscate it. An example of this is: name _at_ domain _dot_ com, or name @ domain . com, or name *at* domain *dot* com. You get the idea.
3 - Appreciate sites like eham that make it difficult for bots to farm email addresses by composing the email address out of graphic images that make it more difficult for bots to farm your address - there are various ways sites protect their users from bots and eHam is pretty good about it.
4 - Simply get a better spam filter:http://spambayes.sourceforge.net/
For personal use...http://www.barracudanetworks.com/
for company use (these work GREAT)...http://www.vmware.com/vmtn/appliances/directory/173
For those familiar with virtualization...