Keep in mind that e-mail is notoriously insecure. It is trivial, for example, to send messages that appear as if they came from another address. Messages are generally sent over the Internet as plain text and travel through several mail servers: Anyone determined to do so could intercept an e-mail message. Moreover, while encryption is possible, it is not popular. Those most concerned about privacy should avoid all unencrypted e-mail, including most Web-mail services.
This does not mean I'm giving up my status as a card carrying ACLU member, however. :)