You comment reminds me that we left out a biggie: We include a "stop sending me these messages" link in almost every email we send. The link actually works too.
I think ceejayoz was saying some users are lazy or don't remember signing up for your service, so they'll click the "Report as Spam" button as a quick way to "unsubscribe".
Plus, when they decide they don't want it six months later, they'll use "Report Spam" to stop them from showing up in the inbox.