I'm able to set up new email addresses on the fly for my personal domain, and I invented "simon-shoppingforum.org@(my domain)" in this case.
I find it handy to be able to tell the source of any inbound email to me just by looking at the To: line - if everything came into my main personal account's address, I'd have to filter by subject line instead.
Very handy to be able to tell that the email address you used to get a car insurance quote, for instance, has been leaked by the company you gave it to.
I adopt a similar approach with traditional mail - Mr. J.E. Banton (one of our cats) has been a long time subscriber to MacUser magazine and I'm glad to say he's never received any junkmail, which means Dennis Publishing have honoured their committment not to sell his details on to third parties.