Somewhat of a open ended question, what type?
As for data mining, I love it... mahahaha
I have about 10 or so DB full of plump and juicy working emails addresses from paying fools that have signed up for some type of newsletter. Now mind you its not spam, as they did ask for it!
In my two years of exp of working with mail programs including spam list, they have about a 70-90% turnover ration. That is if you know how to spam right and not piss people off.
Think about it! Your sending your traffic off to sponsors getting them to pay you a dollar when you could take that user and put them in our own system and send them daily newsletter and such that would send them to your galleries, from that you could turn more then just a buck or two, you could be getting users to sign up for one or more service, etc..
Hell why even stop at galleries you could use it as a traffic source for traffic trades with a little bit of fancy foot work you could send them through your traffic script, and on too other users, instead of paying for startup traffic, or forcing traffic from your site.
However there are down sides to the hole email thing. Many if not most sponsors wont support it, you also will have to comply with local and federal laws(CANSPAM ACT, ETC), and your hosting or ISP terms of service. As most of us would not enjoy living in a cell with people that could have a fetish with some part of your body that your well attached to.
Even if you don’t do anything with the emails, it is a good thing to collect them and put them into categories. I have used many of my emails to jump start some of my websites.
Harvest thy emails, and thy show be happy!