I've found Mail.app's spam detection to be quite good. The big problem with it, though, the show-stopper, is that it runs inside the mail client. I get well over a thousand spams per day, often approaching two thousand, and nothing inside the mail client is ever going to be practical. Aside from not being practical, it also ties you to one mail client.
I use SpamAssassin, plus some fancy mail server configuration to reject lots of stuff at SMTP time, and it catches almost everything. But I'd love to have Apple's stuff on the server side. I'd pay for it.