One of the most effective ways to combat spam is to avoid using the Catch All feature. The catch all email address accepts any email for which there isn't a valid email account. This allows spammers to send you email without knowing exactly which email addresses you have created for your domain. By default when your domain is created, one "catch all" email address is created.
This is handy in the beginning because it allows you to receive email before creating all your email addresses. However, once you have created all your email addresses, you should disable the catch all feature.