You've met a girl in a chat room. She may be attractive. Then again, she might be a middle-aged man. She asks for your e-mail. You're intrigued but would rather not end up on the evening news.
The solution? How about taking one from the real world? Business folks traveling through strange towns for a weekend have often resorted to giving phony names when meeting strangers in bars. Extend that analogy to the web and give Them a temporary e-mail address, one that will forward e-mail to your real e-mail address for a short time period, just enough for you to complete the transaction (say with a site you want to buy from but suspect may spam you in the future). You can obtain one here. Who said the French weren't helpful?
ADDENDUM: Before I went to hit the publish button, I came across a link from Joel to this service called Mailinator which allows you to just make up an e-mail on the spot. Of course, it's possible someone else could get your e-mail as well using Mailinator, but there are plenty of situations where you probably don't care, especially if you're just using it for a one time transaction.