Fight SPAM at SMTP level :)
Yes, that's the best strategy to fight spam. Otherwise if the email is already on your server, you have lost your precious BW to a spammer
One step to help fight spam at SMTP level is using qregex with qmail. Its working really great. I have blocked all my defunct email addresses that are now being used by spammers only

Anyone know if this is possible with exim? Share your strategies.