DoubleClick’s released their 2005 Q1 Email Trend Report. It’s got some nice stats per industry (retail, financial, business products, etc) on open rates, clicks, conversions, purchase size, and more.
Most of the press is focusing on the overall drop of average open rates from about 38% to 30%, but this is something we reported last quarter, and is most likely caused by all the image-blocking software in email applications. Open measurements are nice to judge your general level of interest, but are definitely not an exact science. We usually see companies send their very first email newsletter and get super-high stats, like 50-60% opens, but then after the 2nd and 3rd newsletters, numbers stabilize to about 20-30% opens. Just watch your overall trends, not the exact numbers.