I get a lot of eZines and group messages too.
When there is a piece of info I want to keep, I ask myself - is this an action I want to take, or is reference material?
If it's an action, it goes in my tasks folder in Outlook. (You could use any kind of To Do list that you like.)
If it's something I want to refer to, I put it in the appropriate "Guidelines" document for the topic. For instance, if the info is a copywriting principle that I want to remember and use next time I do some copywriting for my business, I copy and paste it into my "Copywriting Guidelines" document.
(I am aiming for the paperless office ideal, and this is my way of keeping everything electronic - but you could print out hard copies and file them in your filing cabinet in "Guidelines" folders if you wanted to.)