Many spam e-mail messages contain scams. Remember, if an e-mail message sounds too good to be true, it almost certainly is not true. Use your common sense, and only deal with reputable companies. Personally, I refuse to deal with any company whose first contact with me is through spam.
Here is a good article to read: "FTC Names Its Dirty Dozen: 12 Scams Most Likely to Arrive Via Bulk Email:"
Here is a detailed and very interesting article on "Pyramid Schemes, Chain Letters and Ponzi Schemes:"
And this site has lots of links in the text, that lead to articles all over the Internet, on various scams: