I think SideWinder's mention of spyware is the most likely, More often than not, if you've ever gone to a site that has those stupid "Check your computer security" banners on it, you've more than likely downloaded spyware.

Spyware will keep an eye on the sites you visit and will "report back" to the creator/manager of the nasty bit of software where you've been and will tailor your e-mails to match.
I'll bet that all of you that have been effected have the auto-fill feature enabled in your browser, don't you? Sometimes, that's all it takes.

Also, for those of you that are like me, and reBUILDING your credit (rather than just managing it), if you've gone to certain sites to see if there's any credit offers based on your category of credit (poor, bad, good, average, etc), you probably put your addy in. That's what happened to me LONG before I came here.
But I always use a "dummy" email that I can ditch if I need to.