I try to have no more than four addresses going at a time:

1. Work

2. Friends, family, and signing up for free services that I want to identify myself with

3. Commercial transactions (anybody who has my credit card)

4. Anonymous address (which I use with websites that require signup but I feel have no business asking me). I personally use my real identity online for historical reasons, but if I didn't, I'd use this one.

[Edit: to answer your other question, they all get spam]