Here's some nice clean rules to follow if you're unsure.
-NEVER follow a link given in an email you suspect may be a fake.
-NEVER EVER give your info out except in the official Warcraft/Blizzard website (which you should be able to manually enter in the address bar).
-NO program, except Warcraft itself (and some advanced bots which I doubt you use so no need to worry about) will require your info.
Generally, all warcraft emails now are from:
BUT I CAN NOT GARUNTEE THIS.
Any links given in an official WoW email will be for their official site only (no direct links to login pages) or for official surveys after dealing with an in-game GM.
From the messages I have just checked (over the past 2 years) the ONLY links they have provided to me over the following issues:
-Password change
-Email Change
-Survey
-In-game Questions
Have resulted in the following links:
-Confirm Password change (does not require entering information)
-LoginSupport (forgot password, forgot email)
-Survey requests
-Unsubscribe from Survey Requests
-Official WoW Website [WorldofWarcraft.com]
-And 1 to 2 other Blizzard.com websites.
And as Haxxie pointed out: It's ALWAYS a good idea to hover your mouse over the link if you are unsure. They can type in a link to 1 website that actually takes you elsewhere.
Hope this helps.
For specifics, you can always contact them in-game or via the email address provided on their website and possibly tell them to include a keyword in their reply to you are positive it's from them.