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If you use any of the online email services (Gmail, Yahoo, Oullook), they all have in-built SPAM filters to block e-mail.
If you are using your own domain/site for e-mail, ensure that the person you are hosting with is using SpamAssassin to deal with SPAM.
If you are using your ISP's e-mail service, then contact them to see what they do to deal with SPAM e-mails.
You ideally want to deal with SPAM right at the server before it ever comes into your mail client..
I like GMails ability to learn from SPAM emails..it catches 95% of the SPAM in my account and the few that get through, I can "Report" those e-mails and Google now learns how to block those as well..
With the fully trained system, I get maybe 1 or 2 SPAM e-mails a week..