Anti-Spam with Microsoft Exchange

Finding the right tools to face spam head on is a complex road with so many solutions on offer and different requirements to deal with.

For example, do you block all open relay traffic? What if in doing so you miss an important order? Do you manually check all incoming email? It's impractical right (and probably legally questionable)?

We currently use a multi-tier system involving various different manufacturers solutions combining hardware and software platforms - recently though we've been looking at what the Anti-Spam solutions built into Microsoft Exchange 2007 Server may provide and so far we're feeling pretty positive about them but it's going to take a huge leap of faith to move away from our existing spam filter.