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I use a unique address with my bank and with other financial services I use (like insurance) and the main benefit I see is that if I ever receive some well executed phishing attempt from my bank then it will be coming to the wrong address.
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Sure, but I avoid this problem by never clicking on links in emails from important things like my bank. Instead I open a new browser window and go direct to the bank to check the message. Even if you use a unique address with the bank that address could have been hacked or leaked by your bank, so it is still prudent to do what I do and login directly to your bank account. I find it tedious to check every email header to make sure who sent the email and what address it was sent to. One thing that can help with this in Gmail is I have labels applied to certain addresses so at a glance I can see what address something was sent to. Also, I would avoid at all costs allowing any and all email addresses to be sent to your domain--avoid the catchall!