I've tried the eZ newsletter contribution by Tobias. That's probably mostly working, but it has zero doc nor explanations and it doesn't seem to to it the "ez way", or at least didn't find confortable at all with it.
This being said, I've heard that's being used for real usage, so I suppose it could work for you.
If you want a newsletter that just works, I suggest to try phplist and Bruce's extension to interface ez and phplist. Works fine.
I've been testing the eZ newsletter contribution and it's true there has to be configured a lot and the use is not "ez way". And there is not much documentation. Anyway it's very integrated in the eZ Publish admin section and this is great.
I will test the phplist datatype and do more test on the eZ newsletter.