Some users think that by setting up aliases like companyA@yourdomain.com and companyB@yourdomain.com they will be able to catch the spammers if that email address starts to receive spam.

This is a myth that by setting up aliases you can catch them. You can not because even if they do not sell your email address to spammers, your email address can go into the hands of spammers. This is what many of the trojans/worms do. They collect email addresses right off your hard drive / addressbook / email software. If not yours, someone you emailed from that email address, their computer may be infected with such worm, and you have no control over that. So it is just a waste of time to set up such aliases.

If you ever use an email address, chances are that email address will go into spammers database. You need to use anti-spam techniques like SpamAssassin to filter spam. By increasing email aliases, you are just increasing email traffic (i.e. spam) to your domain.