Anti-spam programs are not 100% effective.
I'd agree the best way is to change to a new address.
Also, use one address for trusted friends and another when buying stuff or signing up for services.
Ideally, a different one for each company you deal with, so when you do get spam, you'll know who sold your e-mail address. Also, try not to give your e-mail address when checking in at hotels or signing up for a cellphone contract etc. Some people are just chancing their arms demanding it.
Try and make the addresses difficult for a computer to guess. Some spammers make lists based on all the common names.
Depending on who your ISP is, you may be able to have multiple addresses and change them as the need arises.