Junk mail - best practise?

Mail seems to be having difficulty identifying my junk mail correctly. It even marks everything I send as junk! Charming.

I'm just wondering what the best practise is re junk mail. Should it remain marked as unread? I seem to remember hearing somewhere some time ago that if it's read it's a Bad Thing.

Thanks.

When I started with mail I did this go to mail Preferences enable junk filtering
Mark leave in inbox (Training ) say leave this like this for a week or so then change it to move junk to junk mail Automatically
Mark off the other options like
Trust junk headers
then close your preview pane so you don't have to read your Spam
Then go to "viewing" and disable the Display remote images in HTML messages this is a typical spam trap Spammer embed all-sorts of things to Disable this ...You'll be able to see legitimate mail because Mail asks you if you want to see the images. If it's a source you trust then it's fine