I want to thank the folks at http://www.cs.kuleuven.ac.be/system/services/e-mail/spam.shtml for reminding me of a very old trick. In most mail systems if you send yourself mail of the form joe+hotmail.com@foo.bar it will be delivered to joe@foo.bar. This is great for signing up to e-mail lists (that you honestly want to get mail from) because you can trivially filter on the + and you can keep track of which e-mail list is sharing your name with whom. This is just a rehash of the old 'fake middle name' trick that was used to track snail mail mailing lists. It's the really obvious ideas that are the most useful. In my case I own my own domain so I can actually just use alternate e-mail address (e.g. spam@goland.org).
I also decided to get a mail filter to check for spam. I literally receive over 50 pieces of spam a day. That's what I get for having a 10 year old e-mail address. The winner was Mail Washer ($20 donation). It has a nice interface, automatically hooks into the major spam black lists, the heuristics seem to work well, the mail preview works great and it's free. The only downside is that it only supports POP. This is probably a show stopper for most folks but in my case it's fine. BTW honorable mentions go to Spam Detective,SpamEater Pro and PocoMail.