Personally, I never rely completely on a spam filter. I have Yahoo Mail and Gmail. Their spam filters work most of the time. However, at least once a week, I get a real message in my spam box, or a spam message in my inbox, which I have to move to the correct folder.
Of course, if you don't have Yahoo or Google mail, or if you get a different amount of spam than I do, your spam filter might be more or less effective.