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I have used the anti-spam software Spamihilator back when I used Opera's Mail client to access my email accounts.
Spamihilator sits between your mail program and the Internet mail server to scan all incoming emails to flag inappropriate ones as spam.
Spam mails will not be send to the mail client but remain in Spamihilator where you can delete them or mark them as false positives so that they turn up in the email client after all. One great feature of Spamihilator is that you can install plugins that add functionality to the application.
Some plugins add specialized spam filters which is a great way of keeping spam messages from reaching your inbox.
Other add statistics for instance that give you a better overview of the spam that has been filtered out so far. I'm not using Spamihilator anymore because I made the switch to Thunderbird which ships with its own set of anti-spam filters.
Update: Spamihilator is still regularly updated about one to three times a year. The site lists more than 40 different plugins as of today for the anti-spam software which can improve the software's functionality significantly.
While I'm personally fine with the spam protection the Thunderbird email client offers, you may want to consider installing the spam filter on top of it or as your first line of defense if the program you are using has no anti-spam filters of its own. This way mail has to go through at least one filter, maybe two, before it reaches the inbox.
Ghacks is a technology news blog that was founded in 2005 by Martin Brinkmann. It has since then become one of the most popular tech news sites on the Internet with five authors and regular contributions from freelance writers.
Since I use gmail for my mail account I never worried of spam. I use opera as email client though but obviously it relies on gmail anti spam algorithm. So far no big problems.