We use Exchange and Outlook at the office for email, like too many organizations in the world. However, we have (I am embarrassed to say) not been using any spam filtering service or appliance. The result is that junk mail rolls in heavily each day.
In Outlook, you can create rules and I have a billion of them to filter out keywords and known sources of spam (to the extent that that is effective). It is an OK 80% solution. But when I'm away and using Outlook Web Access, none of my desktop Outlook rules are applied.
So my solution has been to leave Outlook running on my desktop at work. Then, when I run OWA my inbox is cleaned to the 80% level that my Outlook rules accomplish. This is not recommended and is not a good spam filtering strategy, but it actually works.