Privacy Protection feature in Domain registrar?

These days there are many tools out there that scrape the content from the domain registrar database. And that data is used to send the email to the domain owner with all the spam content. This type of the open data can be pretty bad privacy leak for the domain owners. And often to lock this data from the privacy end, you have to pay extra at the time of the domain registration. And that can make the total cost of the domain registration more expensive.

So what do you think of the privacy protection feature in domain registrar? Do you keep your data private by paying more?