I know that you can get a mailto handler for web clients, but from what I've seen not many people use them.
We're moving to an approach where we have a contact form. This doesn't appear to work as well - our guess is that people don't like filling in their email on the web (it's also an extra step).
Does anybody have any hard data on usage of the mailto? We've done some A-B, but don't have enough data to draw out anything significant.
I really prefer them to fill out the form, because when we can associate their message with their browser, cookie, and IP address, I can get all kinds of useful information eg whether they came from an AdWords link, how many visits to the website they've made, whether they've ever clicked through a newsletter, their IP address (which I can use for geolocation), whether JS is enabled, etc etc.
I also find that it's easier to block spammers via the contact form than the email link, because of all this information I know about them.