List building suggestions

I’ve been looking for a good list building program. There is one included with my host, but that may not be a good idea as one spam complaint could get my site shutdown. I looked at Aweber which a lot of people on the Warrior Forum recommend. It can get a little pricey, not too bad. I also looked at ListMailPro, which also looks interesting and a lot of people seem to like that. If you have any suggestions, please go ahead and post them as I’m totally confused by all this.