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When looking through the inbox lately, I would find messages in the spam folder with the sender address being the same as mine ("me" in the case of Gmail). In fact, I have also seen the same for my other accounts. I don't remember what triggered this to happened, but one thing's for sure is that I haven't entered my email address anywhere other than to sign in recent days and all are web-based providers (eg. Yahoo! Mail, Google Mail (Gmail), Microsoft Windows Live Hotmail). It's hard to tell if changing the password would make a difference.
PS, I'm feeling sleepy as I'm typing this, so it would be best if I end here for now.
Comments
http://en.wikipedia.org/wiki/E-mail_spoofing
Not necessarily mean that your com/account has been compromised. Nevertheless it's always good to take precautions by changing passwords, rechecking your com for infections etc.