Unfortunately, most SPAM comes with false "From" and/or "ReplyTo" header(s) - not necessarily because the spammer is trying to hide their identity; but because they don't want to be bothered with the thousands of delivery failure reports they would otherwise have to put up with.
Many WebmasterWorld members have been on the receiving end of a "Joe Job" (where some address @yourdomain.com is used as the from address in SPAM) - and i'm sure few would welcome your reverse spamming attempt!
Not a good idea! This way the spammers (if a working from/return adress is used) will notice that the email adress they spammed is actually working and someone's checking the mailbox -> the commercial value of your email adress will increase and you will get more and more spam! NEVER answer to ANY spam message you receive! NEVER!