There are many different types of filters and blockers you can get to prevent spam from entering your inbox.
If you are continuously accessing your email from a remote location and only use one computer you can have anti-spam software installed to that computer. But if you constantly access your email from different locations, you should be using some kind of server filter. This way your email will get filtered no matter where you access it from.
Another feature you may want to consider is finding a program that can plug into your email provider (client). Not all spam filters are compatible with all email providers, so be sure to find one that is compatible with the type of email you use. This will usually provide better results and more compatibility. It also will make it easier to set up properly for use.
You might want to consider checking with your Internet Service Provider (ISP) to find out which spam protection product will work best for you.
Finally, as spammers find new ways around filters, always get something that can be updated. This way, even the latest techniques that spammers use will more than likely be caught by your filter.