I also send out a montly newsletter about my content updates to clients that have purchased before and those that asked to be on the mailing list. I also have a double opt-in newsletter for surfers on Anime and Toons. I get minimal results from both.
The remove link is promient (sp) on the email, and as of yet, I have never had a complaint. But I do as Ronaldo, and manage the list's myself, so I know that anyone asking to be removed is. I also NEVER utilize the lists for anything other than what they signed up for.
I think that getting out a global message is getting harder to do without ticking someone off, and I do believe that even when they opt-in for a list, most delete the email without reading it. As for receiving spam...seriously I get about 200 spams a day, 30% of those are adult and the rest mainstream.