Popfile works well - it needs to be trained, but once in it picks out the spam and hardly ever gets it wrong. And, best of all, it's free! Go here to find it http://popfile.sourceforge.net/
The best I have seen so far is SPAMfighter, and easy to configure and use. Only downer is it's a 30 day evaluation download unless you can get a key generator.
Willd