We find it a great help having our e-mails come through a mail washer, that way the messages stay on the server, you can check to see what is to come in, and set the mail washer to bounce it back to where it came from, (this may not be a good idea if you are on dial up and pay account, ok if you are on a set amount per month as it can take time to bounce it back) if you wish, and also delete it at the server. This way you get less junk coming through onto your computer and you are less likely to get viruses. Once blacklisted on the mail washer it automatically blacklists messages from that source unless you want to change your mind and let it through.
We have also found it better to have an e-mail address with random numbers in the middle it seems to be more difficult to send spam to.
Hope this is helpful, to any one who like me was fed up of the rubbish I had to delete from my inbox.