Anything that seems to come from a major site, especially if you haven't subscribed before is, at the very least, suspect. More likely, it's illegal because you aren't supposed to receive broadcast messages you did not request (according to the CAN-SPAM act in the US, anyway).

As a rule, remember not to open email messages you aren't expecting. Definitely don't reply to them or click on links or attachments.

In most email programs, if you hover your mouse over the highlighted links they want you to click on, or over the "Reply-To" name, you will see the actual link or email that it is pointing to. In most cases, suspect emails will have unusual links that bear no resemblance to the site they say it is in the text.

In some cases, though, they can be tricky. By subsituting characters that look similar, it may be hard to tell it's not linking to the real site.

That's why its best just to ignore them. If your anti-spam solution is letting too many unwanted emails through, you should consider using a different anti-spam solution.