In case you needed more fuel for the fire regarding why staying off of Spamhaus's blacklist matters, check this out: Yahoo is now indicating that they will refuse email messages from IP addresses on the Spamhaus SBL, XBL, or PBL blacklists.
This is just another in a long line of ISPs using the Spamhaus lists. The difference here is that Yahoo is A. very large, and B. very open about it.
I've heard of entities listed on ROKSO or the SBL threaten to sue ISPs for using the Spamhaus lists; I'd love to see somebody try to sue Yahoo over this. My prediction there is that Yahoo will gleefully allow the listed entity waste as much lawyer money as possible before failing. Tangling with a top tier ISP's legal department is NOT something anybody smart would ever want to do.
01/05/08 update: Here is Yahoo's official notice of their new spam blocking moves, utilizing the Spamhaus lists.