In Who's the Spam King?, Ernie the Attorney describes his firm's King (err, Queen) of Spam...a secretary who diligently used the unsubscribe option available in most unsolicited mail, thinking she was removing herself.  Not a good choice on her part--as is generally well-known, (a) spammers are not, well, nice people, and (b) a monitored e-mail address is much more valuable to them for resale purposes.  Any response--an automatic Out of Office message, some other sort of automatic reply, responding with a request to be removed--simply confirms that your address is valid and monitored. 

From the IS perspective, we've been fighting here to completely block all OoO messages from going to the internet, but we aren't gaining any ground.   Accordingly, I never use OoO, and instead have a coworker monitor my inbox for any urgent messages.  One of my next projects at work (say, within six months) is to build a COM Add-in to allow users to specify that OoO only fires on mail messages received from an e-mail address assigned to a contact in the user's Contacts folder.  Why Microsoft has never understood that this functionality is necessary is beyond me.