My brother answers all his spam calls with "911, what's your emergency?" Shuts them up most of the time. I've sent replies to junk email a couple of times when I was younger. As for physical junk mail, I don't think anyone would go through the effort of replying to that but never say never.
Generally no, as they're banking on you replying so they can get your information and inundate you with spam emails, texts, and phone calls.
Trust your spam folder, delete any emails out of your inbox that isn't important, and never answer any calls or texts from phone numbers you don't recognize. If you even get a whiff that something might be bull****, trust that gut feeling.
However, I do follow channels that give these scammers their just desserts, either by wasting their time, or getting their personal information, and routing that to the nearest law enforcement authorities.
Nope, I don't do that because most are automatic mails and just like Cthulhu says by replying you basically confirm your info and they can even spam bomb you more. However I do feel the urge to reply but hold myself together