I have my own domain which matches my last name which I use for email. I get cute with it and use custom email addresses depending on who I am using it with. For example, I'd have a "email@example.com" address or a "firstname.lastname@example.org". I can instantly make new email addresses which is somewhat useful. Makes it easy to see who is selling my email address.
But you have to set the email server to accept all emails to that domain, which has it's downside. It seems some spammers have decided to use my domain name in the "Sent By" field (aka "Joe Jobs") and I get failed delivery messages from mail servers... on average 3,000 a month. One month it was over 12,000.
I could not continue having my own domain email, and accepting all emails to the domain, without the spam filters that GMail uses. Google GMail hosts it for free... lot of people don't know but you can hook GMail up to receive email directed at an arbitrary domain name, with 10 gigs of "forever" storage. I know, I know, I'm letting the Dark Side's bots read all my email. But if I need security, I can obtain security, and it will not be through unencryted email. Anyway...
GMail does a phenomenal job of filtering out this kind of spam, and pretty much every other type. I can't remember the last spam I received in my "In" box.