This REALLY is a problem for many sites. I guess many people do not understand that if they mark it as Spam that it is marked as Spam for their provider. If it is marked enough times -- then it is "blacklisted" and it can take sites a lot of time --- sometimes even more than a year of work to get their site removed from the list.
If you sign up for an email then unsubscribe if you change your mind and no longer want the emails. If you never signed up -- then that is a different story. Realize however, that many of the "free sites" will auto sign you up for their newsletter. I know sites that "share" your email address with their associates. You need to understand that you "signed up" with them too.