One of the most sure-fire ways *not* to end up on these oft-traded and oft-sold "mailing lists" is to ignore them completely. Don't get me wrong - I know how annoying they can get, and I deal with upwards of 150-200 spam messages every day but there are ways of reducing the number you are exposed to.
First - use an email client that automatically "detects" junk and spam mail. I use Thunderbird, myself, simply because it allows me to "train" it to decipher which mail is junk and which is legitimate or from companies I *want* to receive ads from. Out of those 150-200 spam messages I mentioned earlier, most of it (at least 95%) is caught and filed in a junk-mail folder before it even has a chance to offend my eyes. Sometimes the odd one slips through, but simply clicking on a "Junk" icon tells the email client not to display it next time a similar email comes through.
Second - never, EVER, click on an "opt-out" link in a spam message or otherwise request removal from a list. This will only tell the spammers that their "marketing efforts" are actually hitting their target: a live, valid, and frequented email address - and they will continue to send you messages and/or sell your info to other spammers. If you simply ignore the message and delete/mark-as-junk, these spammers will eventually figure the email address is invalid and a waste of time to send to, and eventually your email address will be pruned from lists being circulated.
Third - if you have a habit of leaving - or essentially have to leave - your email address on a forum message, a comment board, or any other social-networking medium that displays your email address as it needs to be written for a message to be sent (your_name@your_isp.com, for example) in the main "text areas" of where it is submitted, replace the @ symbol with _AT_ and the "." with _DOT_ (for example: your_name _AT_ your_isp _DOT_ com)... This will prevent automated "email harvesters" form recognizing it as an email address and collecting it - definitely a good habit to get into if you want to reduce the number of unsolicited emails you receive. If you have to submit your email address on a form, ensure that it does not wind up being displayed in basic text after you hit the submit button.
These are just a few tips, and while they won't stop ALL of the junk mail you could get, they could help drastically reduce the number of spam mails you'll be subjected to. ;-)