I'm sent several hundred spams a day. Of those, about one a week gets itself downloaded into my PC.
I have a $30 account with Spamcop, and all my "spammed" addresses either forward all mail there, or I've set Spamcop to connect to the POP server and "pull" the mail.
Spamcop then dumps the spam into a "holding" folder and forwards the rest to me at a different e-mail address known only to Spamcop and to me.
Once a day or so, I look at the holding folder, select any that's from genuine people (there's usually one a week or so) and "whitelist" that address, then I dump the rest.
Meanwhile, I have some addresses that the spammers haven't got hold of...yet.