The danger with the Nigerian scam isn't tat you send them a few hundred dollars to pay initial fees etc (yeah, right!) which you never see again... the danger is, you reveal too much of yourself and you find your ID has been stolen, with money heisted in a number of ingenious ways which all come back to you. They can take out a loan in your name; they can upload a trojan horse onto your computer to record all keystrokes (and hence get your account details, your passwords etc). I've also heard of people who have travelled to meet these people and gotten into some very nasty trouble.
At the very least, by replying AT ALL, you can find your email address being on-sold as a "live one". Next you find yourself getting vast truckloads of spam, from Russian girls desperate to meet a handsome Western man who will may for them to come to the US to marry them, to constant bombardment to buy cheap medications.
I did find a website once which had the exchange of emails between the bloke whose site it was, and a Nigerian scammer. He replied, and posted his messages and all responses, to show people just how these scams can work. He used an email address which he considered disposable, and was very careful to not reveal anything personal.
An interesting point I read somewhere - the amount of money promised by these scammers is often orders of magnitude greater than the Gross Domestic Product of the country where the money was supposedly accumulated.
Maybe some time in the future there will be a Zimbabwe scam, claiming to be in the name of Robert Mugabe?
Old scams never die, they just reinvent themselves.
Marg