Creating a form for capturing email addresses?

Create a program to associate your form fillouts to. Marketing Subscribed or something to your naming convention.

Create a local asset (Form) and add the field email address.

You can create a smart list calling for all those who have filled out a form on xyz page. This will be your subscription list. 

This is as basic as they come I think. 

If you want to go extra steps, you can use the unsubscribe field and do data value changes. That would be best practice. 

If you want to get really fancy, you can create and opt-in tag and corresponding program with progression steps. Then you can run reporting based on the tag type and see what your conversion rate is for opt-in emails. You can also tailor different opt-in programs by country to ensure you're abiding by international law/standards. :)

I created one on our blog here: http://www.servicetrade.com/blog/. Forms 1.0 on a blank page, used iframe to add it to the site, and voila!

Thanks for the feedback. I'm looking for a very simple solution.
Similar to what how Marketo uses email subscriptions.
For example: http://www.marketo.com/marketing-automation

Any idea you trigger a response after the user adds their email address? For example "Thank you for signing up.".

Certainly, create a smart program calling for "fills out form" trigger and flow would be your "thank you for signing up email".

This would all be done in real time. 

You should watch some training videos in university. A lot of your questions are in there.