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Interesting idea. Having said that, "Next Step" makes it sounds like a longer process. It doesn't seem like I won't be quite done after this.

I think rewarding the user for singing up would be an interesting incentive. "Click the link to receive your first email".

Having said that, unlike registration confirmations, where I would like to get back out of my inbox to your site. For mailing lists, I don't need to go back to your site, really. I'd much rather stay in my inbox if that's ok. I'd quite like to see an A/B test between the usual method and a request for people reply to the email, rather than click a link. "Reply to this email to start receiving updates": simple order, direct resulting action. It also makes it sound like a similar action will be required to stop receiving updates.

True. What about: "Final step: ..." or "Confirm your subscription to receive your first issue"?

Wonder how many people are using web-based mail clients and whether that would impact a preference to reply or click?

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