Many people still believe that anti-spam and anti-virus is best handled client side. We have used our share of client tools too. There simply is no reason to question whether or not server side filtering is the right approach. There are many reasons why sever side is better including the sampling base size. The task can be daunting even for a savvy mail administrator.
Spammers have become sharper, there is money at stake. Providers have alot invested with proper firewalls that remove viruses on the fly and check for spoof and prevent the mail server from coming under any number of attacks. Certain mail servers specifically Merak Mail do a great job and have many levels of filtering mail yet still manage to perform at lightning speed. The newest in v 8.9.1 is the addition of realtime baysian indexing. The sampling of mail to index on a server in itself should be enough even for a novice to understand this method is something they simply cannot acheive client side.
While it is true many 3rd party mail servers claim to have all the features for filtering mail. A good example is smartermail. As a mail server it is a fantasic product but their filtering leaves alot to be desired. There are a couple of solutions which can fix the problems of smartermail and though the product by declude claims to fix those weaknesses. The issue I have observed is making the server misbehave. It seriously cuts the number of users the system has the resources to support. The best way for anyone to really filter mail correctly besides the Merak Mail is to use a MX or Gateway server.
Placing MX servers in front of your mail servers and filtering before it even makes it to the mail server. This has become the preferred method for enterprise mail. There is no magic pill with some client side software bit, which will kill all spam.
The point here is that desktop software really cannot compete when it comes to filtering mail. Understand and appreciate all that your spam goes through to get to your desktop in the first place. It does not hurt to have some desktop anti-spam, anti-virus software. However it simply is never going to compare to all your emails already go through.