I run three double opt-in lists and have done a lot of work to gather the addresses myself (through my free sites) and make sure they stay clean lists. I spoke to the guys at SpamCop, my host, all my sponsors, etc. and then had a script custom-written that keeps everyone happy.
I still get about one complaint per 500,000 messages I send (I send 2,000,000 per month), so it's not perfect, but I never hear helicopters over my house!
