I don't trust Google's gmail spam filter because of the issue with false positives. And I get a lot of spam, so it's impractical for me to go through the spam mailbox.

I'm very happy with my paid spam filter service (SpamStopsHere.com) which reduces the false positive rate, possibly at letting slightly more spam through -- but that's how I'd like to prioritize it.

I wrote about it a few years ago: http://normalkid.com/2007/08/21/my-spam-solution/

(Also, I get an absurd amount of spam. My MacRumors address gets 400,000-500,000 spam emails a day, which are blocked.)