Tips for using mail app! Managing Junk mail!

Recent Windows user here, but have been using iPhone since the 2G. Can you guys give me some tips on OSX mail app? I basically want it to function exactly like the mail app for the iPhone, which works great. Only difference is I'd like to be able to mark certain messages as junk mail, that make it through the spam filter. Only problem is, you can't do that with Junk filtering turned off. And with Junk filtering on, the filtering is too strict and is marking a lot of emails as spam that should not be, for both my yahoo and gmail. The standard filtering that yahoo and gmail uses on the browser version of the email works very well for me. So is there anyway to let yahoo and gmail do their own spam filtering, but still have it so I can mark emails as spam when I choose?