Responding to spam provides some level of validation to the spammer that they are dealing with a valid eMail address, so not responding is actually better.
If you want to actually do something about spam, there are many options that range right up to being a full-fledged spam-fighter running SMTP [mail server] honeypots and DNS-based blacklists. To get started, I highly recommend that you read these two documents:
How to deal with spam positively and professionally (passive and active techniques)
The Rules of Spam
The biggest problem with spam is that spammers are completely ignoring your "natural right to consent" when they use your resources to foist their scams on all their innocent victims. Who pays for these resources, including internet access, electricity, equipment (including the extra wear-and-tear that spam causes), stress, and so on? If it isn't you, then it's whomever's home you're living in (and that makes them victims too).
At any rate, spam is theft because it depends on theft-of-service (unlike postal mail where postage must be paid in advance) -- if they had your consent to include you in their eMail list, then it wouldn't be theft because it wouldn't be spam.