If you run SMTP servers for incoming mail, use e.g. the SpamCop and Zen blacklists. They are extensive, continuously updated, designed for general use and available in DNSBL format. Also, reject mail from any IP address that does not have matching (‘full circle’) reverse DNS data. These measures provide a basic level of protection; without them, your servers and your customers will most likely be swamped by malware and other spam sent through botnet zombies, rogue providers and open proxies.
You may also want to maintain a local blacklist, perhaps in order to deal with spam sources that mainstream DNSBL publishers consider too big to list or simply have not yet got around to adding. You can even have entries created and removed automatically: as an example, a script could blacklist IP addresses that engage in recipient address guessing, and remove those listings after a predetermined time.
You can reduce the load on your mail exchangers by blocking spam-supporting networks at a suitable router. Create a local access list to deny traffic from the worst offenders and/or use the DROP, extended DROP and botnet C&C lists that Spamhaus offers as a BGP feed.
Greylisting and whitelisting
Temporarily rejecting mail from unknown sources will block some spam and improve the efficiency of DNSBL usage, but also tends to cause delays and user confusion. In any case, remember to whitelist the networks and domain names from which you always want to receive mail, such as those of your major clients and service providers.
On personal computers, mobile phones etc.
As an end user, you are rather stuck with whatever spam your email provider decides to deliver into your mailbox. There may be a special junk mail folder, but you will nevertheless have to check it for desired mail, so-called false positives. The cumulative amount of time this scan-and-delete chore requires can add up to something huge over the years. Because of this, it is very important to choose an email provider that observes sensible anti-spam policies (see above) to protect its customers.