Spam sucks, everyone knows that. Ameritech is my ISP, and they use Yahoo's e-mail system, which has a pretty decent Spam filter. It takes care of 95% of the spam for me - approximately 350 messages a day which I don't have to see. The ones that are annoying are the other 5%. At home, I use Outlook, when I travel, I use Yahoo's web client, so I needed a package that would interact direclty with Yahoo to filter out the 5%. I was reading a review in the Wall Street Journal the other day about a product called ChoiceMail. Two things make this unique:
1.For addresses that it doesn't know, it uses a challange and response technique to validate who you are. Obviously a spammer can't/won't reply to these e-mails. There's a little bit of maintenance up front to get this working, but after a while, it works very well.
2. It works with web based mail interfaces - filters out the non-spam even further.

Check this site out for a bunch of reviews on Spam Filters.