The problem with server-side filtering is that there's always the possibility of a "false positive"...i.e., mistaking a legitimate message for spam. My own web hosting service uses a relatively good server side program called SpamAssassin, which lets you have control over the level of filtering (you can choose various levels of suspected spam either flow through, be stored on the server for later perusal, or be deleted immediately off of the server). I've experimented with this a bit, and it does a pretty good job--but in my particular situation, I can't afford to lose even a single false positive, so I'm not relying on it yet...I'll see how it develops over the next few months, however.
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