but I seem to be subscribed to the email newsletter of every store I shop with online and I know I didn't opt into most of them. What do you think?
In many countries it is not legal to send people email newsletters unless: - they have agreed to receive them by subscribing - or you have a business relation with them
That's why it is possible and legal for shops in some countries to send emails to customers. For example where I live I can send emails to my customers without an additional permission if I provide a way to immediately opt out and advertise similar products or services. For example if a customer bought car parts, I am not allowed to send him newsletters advertising computers, only for other car parts.
So check the laws where you are doing business.
What are the benefits of using a service like Constant Contact or MailChimp instead of writing the mailer myself?
Obviously the benefit is, that you do not have to write the mailer yourself. ;)