I use SpamAssassin to sort and tag the spam server-side, with my threshold set at 5. Or rather I should say the ISP hosting my domain uses SpamAssassin, I don't have full control over the mail server.
Then I use
Mailwasher mainly to preview the messages on the server before downloading them. Mailwasher has its own filters to tag and bag spam, and they're pretty good. Do NOT use Mailwasher's fake bounce feature, it only contributes to the problem. I get the full source of the messages before downloading and report them to SpamCop.
I then use Mozilla Mail for the actual downloading and reading, which of course has its own Bayesian filtering, but messages have already gone through two other filters before they reach it. The funny thing is that even though I preview the messages with Mailwasher, I don't delete them on the server, I want them for training purposes.
I use throw-away accounts on
SpamGourmet if I need to sign up for anything online.
I only get maybe three spams a week to my real email address, so all of this may be a tad extreme. But perhaps this paranoia (I'm also very protective of my email address to begin with) is *why* I get so little spam.
My Hotmail account, OTOH, was getting about 20-30 per day, five or six of those were making it past the filters into my inbox. Since I don't use the account for much serious correspondance, I finally set myself to "Exclusive" and whitelisted those few domains that I actually want to get mail from.