I click "unsubscribe" because I actually want to stop receiving the mails. Granted there are two classes of unsubscribe link, 1) I got on your list somehow through my own action and now I click here to get back out, and 2) you bought a big list of e-mails and removing my name from your list, while legitimate, is not going to stop them from reselling my name forever to V1agr4 sellers and c1al1s remailers, and I'll continue to get these spammy e-mails forever no matter what I do as long as I get this address.

The difference is more important to me because I get catch-all mails for addresses on a domain that are no longer good (former employees) and they MAY have actually signed up to some of these things on purpose. This doesn't mean I won't both unsubscribe and also mark as spam completely useless e-mails from companies I don't care for. But I do notice that the RIDICULOUS volume of spam I get actually goes down sometimes when I do spend some time unsubscribing from what I find seems to be from legitimate companies, the frequently repeating contacts in the spam buckets. YMMV.