I check slickdeals.net all the time too - it’s a great site! My boyfriend actually got me hooked; he checks it for techie stuff (which I admittedly look for too).
I sign up for newsletters directly from retailers, but I have a newsletter-only e-mail address. This way, if they sell your address and you get tons of spam, it doesn’t interfere with anything too important.
Also, before I make an online purchase from anywhere, I search for the retailer’s name and “coupon code” (for example, I might type “Old Navy” “coupon code” in Google) to see if there are any codes out there that I don’t have that could save me money.