This is the reason I use Mailwasher (if you're downloading your emails to your computer as I do).
Mailwasher allows previews of spam and unwanted emails, allows you to mark senders as spammers - and best of all, allows you to bounce spam and scam emails, so it appears your email address is invalid.
Client-side filtering is a waste of time.... it is (a) still eating up your computing resources (b) requires much manual intervention and is not as accurate as server side. The only thing worse than client-side filtering is greylisting which is an utter waste of time.
You really should find a provider who can do decent server-side filtering for you on the emails as they arrive on the server.
100% of my emails are filtered server-side and maybe one or two spam emails a week makes it through the filters compared to the thousands I know are eradicated before they even hit the server.
and best of all, allows you to bounce spam and scam emails, so it appears your email address is invalid.
NEVER, EVER DO THIS.
Sorry for the emphasis, but this is known as "backscatter" and it is BAD ! Spammers frequently hide behind other people's email addresses and servers.... by actively bouncing rather than just silently discarding, all you do is p!ss off server administrators who have nothing to do with the offending party.
If you don't want it, you should silently discard it. You should not send bounce messages unless you are confident they will be usefully delivered.
If you want it from the horse's mouth, here's what the standards say (RFC5321)
Conversely, if a message is rejected because it is found to contain hostile content, rejection ("bounce") messages SHOULD NOT be sent unless the receiving site is confident that those messages will be usefully delivered. The preference and default in these cases is to avoid sending non-delivery messages when the incoming message is determined to contain hostile content.