This is really a situation where I have learned from my mistakes. I used to be pretty open, at least in terms of my e-mail address. That old address,
svengroot@usa.net, lasted me quite a long time, heck, I even paid for their service when it wasn't free anymore. But that address, which was among other things used on Usenet (biiiiig mistake) was drowned in spam, and has long since been abandoned.
Currently I have several addresses. My main address is known only to people that know me personally (or happen to have me on MSN, since it's also my passport) and stuff like online stores. My second address is on my website. Mail from that address is currently forwarded to my main address, but should the spam get out of hand I have an easy way to stop the flow. I have several more addresses, ranging in use from sites where I want to use my real identity but I don't want to see their mail everyday, and addresses where it's nearly impossible to associate them with me personally.
Real-life contact information such as phone number or my house address... the fewer people know it, the better.