If you're sending people emails about your music, and you should be, do it right.
1. Get a service like Aweber to send for you.
They'll handle managing the list and making sure that your messages get through. Not using something like Aweber can get you banned by your ISP. And many ISPs limit the number of messages you can send. You may think you're saving a few bucks, but it's costing you when your messages don't get through.
2. Have an unsubscribe link.
Don't tell people to "respond with unsubscribe in the subject." People don't want to hurt your feelings. But if they're just junking your emails, ignoring personal emails from you, or hitting the "spam" button, you're wasting your time and may be worse off than if you didn't send them.
Aweber handles unsubscribes with one click as well as address changes, by the way. Again, worth the money. You're in the business of music, not list management.
3. Don't sign people up, let them do it.
I'm sure you'd be pissed if I sent you something that you're not interested in. And that is how people feel about emails you send regarding your music.
It's amazing how many bands think that I want to get their updates. I don't...at least not to my main email. I send all mailing lists I'm on to a special box, so I can go through everything and look for good marketing ideas and things to post here. Clogging up my main box gets your on my ignore list, because I know I didn't sign up for what you're sending.
4. Have your list segmented.
There is no reason to let somebody in Nashville, like me, know you're playing this weekend in Los Angeles. Again, this is another thing that gets people to ignore you. It's like activating your turn signal a mile ahead of the exit you want.