I use qmail, with patches that allow Spamassassin and Clam-AV to check the mail before it gets queued. I also use RBL's from spamhaus, spamcop, and sorbs. The RBL's reject about 80% of the attempted connections, but an annoying amount of spam still makes it through.
So what server do you use, and how'd you configure it to work this way?
On postfix you can use something called postgrey:
http://isg.ee.ethz.ch/tools/postgrey/
When the remote server is in my black list, and it sends mail to me, it opens a TCP socket. My side holds it open, consuming resources on the sender. :>
Check it out here