Well, NOW I know why I've not gotten any mail from my recent subscription to the R:Base mailing list. GoDaddy must be blocking these, as I've not received one, but after signing up via my Gmail account, 2 have hit my inbox.
Turns out if you perform a search on "GoDaddy email issues" you will get many results. *sigh* I thought we'd get decent hosting out of them, but this is just unacceptable.
Reading a few flames of them reveals that they have taken steps on a genocidal level to control spam.
I even found this smart article outlining a method of using Google Apps to host your mail, instead of GoDaddy!