I'll add more resources as I get time and find good ones to share. In the meantime, you can enter spam related terms into your favourite search engine and find a lot of good info about how these cretins operate and what they can do with the PC sitting in your house.
Knowledge is power.

Homepage

A knowledgeable public is an empowered public.

Russian Spammer Found Dead
Proving once again that the best Spammer, is a dead one.

Why Anti-Spam Software Fails

Resources

How to read email headers from stopspam.org
Good info on how to track where spam is REALLY coming from.

Privacy.net
Tools and an analyzer that shows what your browser tells others

The Spamhaus Project

How to Fight Spam

Turn off the Preview Pane and avoid the pain.

FAQ: How spammers harvest addresses.

Cut and past the following link into your browser for privacy information
http://www.junkbusters.com/cgi-bin/privacy
You'll also find out why you should cut & paste links in email.

U.S. victims of Internet fraud schemes should file complaints online with the Internet Crime Complaint Center, a joint project of the Federal Bureau of Investigation and the National White Collar Crime Center, at IC3.gov. Victims of telemarketing fraud should contact the Federal Trade Commission's Consumer Sentinel, at FTC.gov.