I often click links on phishing mails I get just for fun, and more often than not they result in webpages being blocked by Chrome. Anecdotal, but there you go.
Very much true. It's almost always a specific type of phishing that tries to get me to enter bank credentials, usually not really serving malware. But you make a good point.
You shouldn't, the links usually have unique data embedded and it will confirm your email as a valid target for future attacks. You are basically adding a "real mailbox with an active, gullible user" tag to your email in the spammers list.
