I use a program called
SpamKiller ... its got a complex filtering system which is something many don't have. you can filter based on complex combinations and not have to block out all messages with 'xxx' to get rid of porn spam
it also allows you to bulk send 'errors' to the spammers, which if you do it regularly, dramatically reduces the new spam you get from these same companies.
its also got a good viewing feature, similar to outlook, which allows you to browse the deleted email just in case it caught something you need.