Making Spamassassin 2.63 work
If you use Spamassassin 2.63 (as it is installed on the mediatemple servers) I highly recommend to add the following:
put the rules from http://www.rulesemporium.com/rules.htm in /etc/mail/spamassassin .
Instead of adding RBL servers in the PLESK control panel (which would plainly reject mail) integrate the following patch into spamassassin (not needed in 3.0): SpamCopURI. This increases the spam hit count for mails listed in www.spamcop.org.
The latter helped a looooooooot.
Update: If you use Thunderbird, you should also get Okopipi which lets you report spam directly to spamcop.org.
Update II: For Outlook there is an equivalent plug-in called Spam Deputy.