If you use Gmail, there are some good posts on how to set that up. Otherwise, you can always use the filter function on your handset. Go to mail>menu>options>email filters. I think you can also do it via the web through the web client, but I generally do it directly through the handset itself.
If you are fortunate enough to be using BES, and if you have a good filtering system in place there, have the filter mark the junk as "spam" in the subject line, then add a filter to your handset that will not deliver any messages with "spam" in the subject line.
Yeah I'm just now paying attention to how much junk I typically get in the run of a day... It wasn't really that bad when I checked my email 2-3 times a day.
Going back now and simply unsubscribing to a lot of junk