Do what Vangogh mentions and pay attention to the e-mails you get. Really study the ones that intrigue you and try and figure out how they hook you. Also study the ones you dislike and try and figure out what makes them work less well.
Also, and I can't emphasize this enough, check your spelling, grammar and capitalization. It's such a simple thing it often gets overlooked and it can make a big difference in how your e-mails are received and perceived.
You might also check out
Marketing Vox. It's a blog and also an e-mail newsletter and they often have great tips on e-mail marketing.
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