I've been using Spambayes for a while now to filter out copious amounts of email. Though it's very effective, I get 3 or 4 spams a day that it suspects are spam, but can't be absolutely sure. I review the suspect messages and train Spambayes on an ongoing basis. It's well worth keeping a program like Spambayes up to date anyway, as the nature of spam changes over time.
As an evolution user, training Spambayes has always been slightly more painful than I'd have liked it to be. Spambayes has a nice web interface for training and classifying messages, but it was always a bit of a chore to have to wade through a large number of messages, telling it which were ham and which were spam.
I've written a small program (using Mono) that allows you to drag and drop email messages from evolution (and, I imagine, any other X based email client that supports the drag and drop protocol implemented by GTK+) onto one of two icons (one for ham, one for spam). It will run a program of your choice (e.g. Spambayes' sb_filter.py), passing a filename that contains the message as an argument.
If you'd like to give it a try email me (you can get my address from SourceForge) and I'll upload it to somewhere handy.