Yahoo works pretty well for me. Occasional false positives and negatives, but it's generally about right.
(i use gmail primarily, but have an old Yahoo! address for bacn)
For example, I get a few very similar Canadian pharmacy junk messages every single day. Even though I usually mark them as spam, they continue to appear in my inbox. It never learns. Additionally about 1 in 4 order confirmation emails ends up in the Junk folder.
My understanding of Bayesian spam filtering is that it's supposed to get better over time, not worse.