POPFile lets you easily handle your POP/IMAP email incoming folders and filters your mails into "buckets".
It allows more than the usual "spam" / "ham" buckets - you can use it to filter by language, too.
I have quite a special email setup, and it says currently:
Messages classified: 108,230 Classification errors: 2,948 Accuracy: 97.27%
My buckets are: b2evo, backscatter, bugs, jedit, logspam, newsletter, personal, server, spam, traffic-watch, ubuntu, ubuntu-ack
Training messages into new buckets is as easy as moving them into another folder, when using IMAP - the POPFile process will recognize the movement and re-train this message.
If you're still using POP3, POPFile is a nice application anyway (it can be used as a proxy), but please consider switching to IMAP for your own sake.