Well, changing your password immediately (if you have not already done so) would be a good start. I've had similar situation and the quickest way to stem that from getting out of hand is to change your password as quickly as possible. Another bit of advice is if the account is one of major services like Yahoo or gmail, for example, you can enable an extra layer of verification (if you hadn't used it before this DEFINITELY a very good reason start now).
Personally, I'd also suggest you letting as many contacts (at least the ones that matter the most to you) know that your account has been compromised and tell to be very careful to make sure that it's actually a message coming from you and tell them don't open anything in them unless it's something you & them know you were personally sending.
Or if you have to and push comes to shove, the resort may be to save what want/care about from your emails (contacts, pictures, docs, etc) and simply close out the account (because they can't use or abuse something that no longer functions).
That's just some of my advice, I don't if anyone else has anything better but at least that's some help.