I did something a little convoluted. I own a lot of domains and have many different servers I run mail on. My personal mail is only on one account on a shared server though. I was having some spam issues, so I basically set up my main e-mail to go to a gmail account, to get filtered, and then I have it forwarded back to a second regular account. That is the one I check with the iPhone. Is pretty much spam free and works well.