We keep those e-mails. By 'we', I mean there is an Exchange Public Folder the support tech dump them into after alter the appropriate global group. I don't consider those 'my' e-mails, but you have a point.
Changes are submitted and processed via a non-email system. The original request may arrive that way, but all the documentation is in SharePoint.
E-mails that make routine requests for support are entered into our service desk tracking system (FootPrints). Most users will enter their requests directly into it themselves.
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