One of the best features about Thunderbird is the spam (junk) mail filter. Thunderbird has a built-in filter which can be adjusted and tuned in for your needs. You may need to spend a week or two teaching it what is spam and what's not, but it will be worth it. :)
The first you need to do is localize the settings panel for the spam filter, if you go Tools > Junk Mail Controls you should get this window:
In this screenshot above you see the junk controls are turned off by default, so the first thing you want to do is check the box which says "Enable junk mail controls."
Now, Thunderbird uses something called "Bayesian filtering", in other words you need to teach the mail client what is spam, and what isn't. You can either highlight a mail message and press the junk button, or you can right click on a mail and mark it as "Junk" or "Not junk". By checking and unchecking mail you're teaching Thunderbird which emails are spam. After a few weeks the client should be able to remove most of the spam that dumps into your inbox.
Another trick for preventing spam is to disable remote images from
loading. This ensures spammers cannot embed secret images in their
e-mail and track you when you open them. Go to Edit > Preferences
and
disable "Loading of remote images" - this will stop spammers from
verifying your email address with images, and reduce the amount of spam
you'll receive.