All hail SpamSieve, the $30 spam filter for Mac OS X. The recent uptick in spam, especially pump-and-dump stock scam spam, has made it past SpamAssassin as well as Mac Mail's own junk filter. SpamSieve cleaned it out. SpamAssassin is doing quite a bit of heavy lifting with zero false positives, so my approach for the time being will be a combination.
One flaw: The new-mail "ding" goes off before SpamSieve activates, so you get dings for spam. Update: Turn off Mail's own notification, then tell SpamSieve to make the ding noise—for good mail only—in its preferences.