While you could always go on an unsubscribe purge every once in a while, dealing with pesky newsletters still isn't a fun process. Free service Unsubscribe.com adds a simple button to your mail client from which you can unsubscribe from any newsletter.
Unsubscribe.com supports a number of clients like Gmail, Yahoo, Hotmail, Outlook and others. Just download the plugin for your client (or a browser extension for Chrome, Firefox or Safari) and it will add a handy "Unsubscribe" button to the client itself. It may seem unnecessary, but it sure is quicker to just hit the button instead of looking for the unsubscribe link in the email, possibly typing in your email address or clicking on a confirmation link, and so on. You're probably going to archive or delete the message anyway — so changing the button you click saves you just as much time.
Unsubscribe.com gives you five free unsubscribes per month (which is probably enough for me), though you can upgrade to a paid service for unlimited unsubscribes. Hit the link to read more.