Here's a chart of stats by industry that MailChimp published -
http://mailchimp.com/resources/research/email-marketing-benc...
for reference. As petercooper said the industry isn't the best breakdown to compare against. It's probably more helpful to benchmark your own campaigns using A/B and optimize for your goal.
To me, one big driver of whether I will open unsolicited mail is how often that sender sends something out. If I am getting email from you 3 or 4 times a week, it's almost guaranteed to be going straight into the trash. Not only am I not opening it, I'm not really even reading the subject line.
Once a week is borderline. Once a month is probably about right. Don't abuse your subscriber's time.
