+ is also notoriously unsupported by many sites—either because of horribly naive email address validators, or by their unsubscribe web pages. I can't tell you how many times an unsubscribe page has shown "myuser stuffaftertheplus@example.com"—where the + didn't get escaped and got interpreted by the web server as a space. It's happened to me so many times I have %2b memorized! :-)

My solution was to change my email server setup so that . and _ act the same as +. Someone might guess that they can strip something after a + but nobody is going to strip an address after an _.