I used to be a e-mail newsletter junkie. I still get quite a few, but have been whittling down the list as more and more sites are offering RSS feeds instead. If you haven't encountered RSS yet, it's a "pull" technology that lets web sites provide headlines or complete news blurbs in a standardized XML format that end-users like you an I can request when it's convenient for us. Rather than navigating to each site and trying to read the XML directly, however, you use an "aggregator" to configure the different feeds that it should gather and display them in a single view. My current aggregator of choice is SharpReader -- both because it's free and because, as a .NET developer, it offers me the opportunity to (someday) get in and play with the code. If you're a Mac user, there's a cross-platform option called AmphetaDesk that's received pretty good press.
So, why are news feeds better than newsletters? Anonymity for one. While news aggregators usually refer to configuring a feed as "subscribing", the site in question actually doesn't know who you are. This means one less source for clogging up your inbox (even a gmail one) with unwanted mail. The other benefit is that you're in control. Sure, you can set up rules/filters and route your newsletters to different folders within your mail client. For me at least, it is very satisfying to be able to separate my correspondence activities from feeding my news-junkie habit. I can check e-mail without worrying about getting sucked into some extensive link-a-thon. Then I can take the time to satisfy my info cravings when it's convenient.
One interesting aspect of RSS feeds is that, as a relatively new phenomenon, different sites approach it differently. Some, like zdnet, simply replicate their newsletters; this results in the same headline showing up multiple times if you subscribe to more than one of their feeds. Better sites provide more granular feeds that let you pick what you're interested in without having to wade through duplicate entries.