AOL has offered a feedback loop for years.

Information on how to activate it is available at http://postmaster.info.aol.com/fbl/index.html.

MSN/Hotmail's offering is quite a bit different, and I'm not yet prepared to offer an opinion on which interface/mechanism is more useful.

Right now, we find the AOL feedback loop quite useful, as do many others.

More feedback loops for large mail providers are documented in this Spamhaus FAQ entry