Apparently, the evil people trying to get your information are getting smarter. Expect stuff to be addressed to you by name.
1. Don't click links in e-mails.
2. If it's paypal, go to paypal.com in your browser, and check your account for suspicious activity. There'll usually be none. If it's eBay, go to ebay.com. Etc.
3. Forward the e-mail to security / support. Usually, they'll get back to you.
Here is the contact info for some of the most targeted companies:
Best Buy email@example.com
Washington Mutual firstname.lastname@example.org
Wells Fargo Contact Us Page
Also consider forwarding the email to email@example.com. The U.S. Federal Trade Commission (FTC) will place your email in a database and use the combined information to track down and prosecute the scammer/spammers.
Also useful, is the cheat-sheet for reaching human operators, in the case that you do fall for spam:
 Addressed, not Address.