For users of Exim only:
It’s normally recommended to include the line
if error_message then finish endif in your
.forward filter file, to make sure error messages don’t cause recursive problems in your mail system. I have found that this doesn’t work in practice if you normally receive a lot of spam, because spammers are increasingly using your email address to spam other people. This causes bounces back to you, which bypass your spam filter because of that line (at least in my setup, using sa-exim). Removing that line greatly reduced the amount of spam reaching my inbox.