I have just completed my first plugin for WordPress.
It is called 'Subscriber' and it allows for people to subscribe to your weblog. It uses a flat-file to store the email addresses and allows people to subscribe/unsubscribe themselves as well as letting you send them an email independant of WP.
It is currently version 1.0 and has been tested only on WP1.2
More information and the download can be found at this link.
I realise there are similar other mailing-list/subscriber type plugins out there, but neither did exactly what I wanted so I designed my own. Hope it is of use to somebody :)