The biggest problem with spam filters is false positives. The very prospect of a false positive means that you cannot erase all of your spam without at least quickly scanning through it. If you do, you're in for trouble.
As the amount of spam that I receive at my gmail account grows, I have been adding filters to delete email that is definitely spam. This significantly cuts down on the amount of spam that sits in the spam folder. Less spam in the folder means less spam to scan.
The drawback of this is that I have to pick my filters carefully to avoid any false positives in them. This means that I may not want to filter for "pharmaceutical", but I can filter "Paris Hilton" with impunity.* It's also difficult to filter foreign language spam, though that's easier to scan through.
A couple minutes spent setting up a filter now can save me a couple minutes every week or so when I check my spam for legitimate email.
*If you send me legitimate email about Paris Hilton it will be deleted. It's a false positive that I'm okay with.