We have several years of experience with Spamsoap. www.spamsoap.com. You point your MX records to them. They have both active and aliased domains (aliased domains are free) and within those have both active users and aliases. Again, aliases are free.
Spamsoap provides both "core" and "enhanced" services. Core services include whitelisting, blacklisting, intelligent filtering, quarantine, virus filtering, file type filtering, etc. The filter sets can be default for the entire account, per domain, per group or even per user.
Enhanced services include caching, in case your internal mail servers are unavailable, and even archiving and compliance reviewing and filtering. Also, they can provide outbound relay service.
They provide graphical metrics/reporting per domain.
You can opt to have each user receive a daily, weekly, or other quarantine listing with the ability to release and whitelist or blacklist senders from the quarantine listing.
Our users used to receive hundreds of spam messages per day. Spamsoap reduced this to virtually none. It's rare that anyone receives spam now, perhaps one per week, if that.
I have a number of friends that are very particular and want to "solve the problem" themselves. Those that have deployed spamsoap have found that the constant headache that was their spam load has simply gone away for the cost of a few dollars per mailbox per year. Additional justification is the bandwidth savings of not having to provide inbound capacity for the spam. In our network, the inbound spam was reaching a megabit per second, which more than pays for the Spamsoap cost.