Change your email provider to one with a decent spam filter. Of the free email accounts, I prefer Google Mail. If you are paying for an email service, then you should be getting effective spam filtering - complain.
I agree, try switching provider. Google Mail is good, it will also pick-up POP3 mail, so you could:
keep existing e-mail account get Googlemail to collect that account you use your existing e-mail software (outlook, thunderbird) to collect mail from Googlemail.
One of my e-mail addresses is very publicly known - so I get a huge amount of spam. I use a mail filtering service to filter messages, which includes White List facility (I tell it which addresses are allowed to send to me, everything else gets put in pending). The filter goes through the pending e-mails and marks the vast majority as spam and ditches them. Any it isn't sure about, it asks me if I want to accept it or not - giving me a short preview of the text content (no images, attachments, scripts etc). Find out more if you like here. It is a paid service, but there is a free trial.