Another thing to keep in mind is that most people are idiots. If they get a message they don't want, they'll click the "Spam" button in their mail program. In many mail systems, that gets reported to a master list, and counts against you.
It doesn't matter that the user asked for the subscription, that they confirmed the subscription, that they used to want it, that there is an unsubscribe link, that you're standing behind them telling them not to click "Spam". To a luser, "Spam" means "I don't want to read this email right this minute". (Later on, they will also complain that they're not getting the mail anymore.) -- Ben