How do they know?

The majority of phishing emails are sent out randomly and en masse, Skìpper. Most aren't specifically targeted at known World of Warcraft players, but are more of a gamble hoping to catch someone off-guard.

That said, my advice is to create a new email address for your Battle.net account and make sure the username and password for it are unique. This means you will want to avoid using a username and/or password that you already use or have used online before (e.g. WoW character names, forum handles, instant message screennames, etc — don't use these). Once this address is registered to your Battle.net account, do not use it for any other service.

By keeping your registered address private, you can reduce your chances of receiving of phishing emails. Does this mean you won't receive another phishing email ever again? Not necessarily. But it should reduce the number greatly. :)