If you use an email program capable of using rules to filter your messages (like MS Outlook), AND you use Yahoo! Mail's Bulk Mail (read "spam") feature, you can set up a rule that handles Yahoo! spam.
When Yahoo! Mail filters messages into your Bulk Mail folder, it adds a header to the message. If you set up a rule that looks for special header text of "X-YahooFilteredBulk" you can route your Yahoo! Bulk Mail to your own local Bulk Mail folder. At least, you know in advance it's probably spam, and it clears out your regular Inbox to some degree.