I have lots of aliases. Anytime I sign up to anything, create an account on a site or otherwise hand out an email address it'll most likely be an alias. My pattern is basically <top-level domain>@<catch-all inbox>.<mydomain> and this lets me ban an alias quickly if I find it's being misused (i.e. sold or leaked to a third party.) No need to deal with dodgy unsubscribe methods that probably doesn't work any way, that alias is just dead now.

FastMail does this incredibly easy since you can set up an inbox to allow any alias, so you don't have to create them up front. I just type it in and whenever an email comes in it'll be routed properly. Gmail has this too I believe, but only with the + syntax (e.g. myalias+account@gmail.com) but unfortunately too many places have broken email validation routines that doesn't know how to deal with + signs.

Not only that, but Fastmail has native support for this. You can do alias@user.yourdomain.com or user@alias.yourdomain.com and it will be routed to user@yourdomain.com. Domain-wide, no-fuss spam protection.